For example, in 2-space, a regular hexagon's edges all have the same magnitude, but also share a magnitude with the radius of the circumcentre (intuitive by sticking a six equilateral triangles together). In 3-space, you get a convex regular icosahedron (sticking 20 regular tetrahedra together at a mutual point).
So, is there a classification of these kinds of polyhedra where all the edges are the same length as the radius of the circumsphere?
The are no regular 3-space polyhedra for which this is true; the regular icosahedron is a near miss. The most symmetrical (and possibly the only?) example is the uniform or semiregular cuboctahedron (which, for this reason among others, Buckminster Fuller liked to call the Dymaxion solid).
Just as the hexagon can be constructed from equal-sided triangles, so the cuboctahedron can be constructed from equal-sided pyramids, with both square and triangular bases required.
See Richard Klitzing's answer for more about higher dimensions.