It is a weighty thing to kill a king, and that is true whether one believes in the Divine Right of Kings or not. King James I described this right in The True Law of Free Monarchies which was published in 1598 (William Shakespeare's play Macbeth was written in 1604). He said this:
The state of monarchy is the supremest thing upon earth; for kings are not only God's lieutenants upon earth, and sit upon God's throne, but even by God himself are called gods.
He also calls any harmful act against a king "monstrous and unnatural." The Divine Right of Kings, then, says that anyone who acts directly against a king is also acting directly against God.
While killing kings may have been a common practice in Scotland at the time in which Macbeth was set, it was not so in Shakespeare's England. Despite that, Shakespeare applied the principle of the Divine Rights of Kings to Macbeth as well as several other notable plays.
In Macbeth, all manner of unnatural things happen on the night King Duncan is murdered. Lennox describes some of them:
The night has been unruly: where we lay,
Our chimneys were blown down; and, as they say,
Lamentings heard i' the air; strange screams of death,
And prophesying with accents terrible
Of dire combustion and confused events
New hatch'd to the woeful time: the obscure bird
Clamour'd the livelong night: some say, the earth
Was feverous and did shake.
In Act II scene iv, a seventy-year-old man is talking with Ross and says in his entire life he has never experienced a night like the last. There was a solar eclipse, a common owl killed a falcon, and thoroughbred horses broke free of their stalls and began to eat one another. All of these are unnatural acts which occurred on the night Duncan was killed, a recognition by Shakespeare that killing a king is like starting a war with God. In the end, of course, Macbeth and his wife lose their lives for daring to kill a king. Macduff is not likely to suffer the same fate for killing Macbeth, since Macbeth was a usurper king.
The same kind of unnatural things happen shortly before Julius Caesar is killed and as the men are plotting his murder. Lions are prowling but not killing, men who are on fire are walking the streets, and a night owl is sitting in the marketplace during the day. In act I of Julius Caesar, Casca says:
Either there is a civil strife in heaven,
or else the world, too saucy with the gods,
incenses them to send destruction.
Again Shakespeare seems to be applying the Divine Rights of Kings to his plays. In Hamlet, there is nothing quite so obvious; however, many characters in the play make reference to the Divine Right of Kings. Claudius claims, “There’s such divinity doth hedge a king," and Marcellus notes that "there is something rotten in the state of Denmark" after its king was killed.
Horatio references the events from Julius Caesar to describe what he is sensing in Denmark:
The grave stood tenantless, and the sheeted dead did squeak and gibber in the Roman streets.
And when Horatio sees the Ghost for the first time, he says, "This bodes some strange eruption to our state."
Hamlet says "time is out of joint" and, as he is dying, he confers his kingship on Fortinbras, as it is a divinely appointed right.
A complete look at Shakespeare's plays will undoubtedly show the same characteristics, as the Divine Rights of Kings was the thinking and practice of his day.