The Stormlands lie directly to the south of King's Landing and are bordered by the Dornish Sea to the South. House Baratheon was its ruling house after Aegon I’s invasion and they’ve ruled from their coastal castle Storm’s End ever since. Both the castle and the region take their name from the storms that batter the southeast coast of Westeros where they’re located. An interesting bit of trivia HBO's Game of Thrones hasn’t spent much time on is that the Baratheons are actually Targaryen cousins. The founder of their house was Orys Baratheon, half-brother to Aegon I, and he received the castle after defeating the last Storm King, Argilac, in battle during Aegon’s Conquest. Brienne of Tarth is also from the Stormlands - the Isle of Tarth rests just off the coast due east of Storm’s End.
Like Dorne, the Vale is distinguished by its position of relative isolation in relation to the rest of Westeros. Located northeast of the Riverlands and just south of the Neck, it’s largely cut off from the rest of Westeros by the Mountains of the Moon and is virtually inaccessible by land during colder seasons. This position has allowed the region to remain politically relevant while also allowing it the luxury of sitting out major continental conflicts if it chooses to do so. House Arryn is its historic leader, and their seat, the Eyrie, straddles a mountain peak and is naturally protected by the Bloody Gate, a pass that allows access to the Eyrie from the West but is too narrow for any army to effectively attack.
The Iron Islands
The Iron Islands is a group of seven islands off the western coast of Westeros, directly north of Casterly Rock. They’re ruled by House Greyjoy out of Castle Pyke, and their naval reputation is arguably the best in the Seven Kingdoms. Culturally speaking, they probably represent Westeros’ biggest outlier. Since their land boasts poor farming conditions, they’ve historically acquired wealth through piracy and their raiding parties would terrorize towns up and down the Westerosi coast, looting property and kidnapping women. Even after that practice was outlawed after Aegon’s Conquest, the Iron Islanders are still known as people with little to no loyalty to any other region of Westeros and deeply resent their inability to rule themselves independently.
The Crownlands is a distinct area of land within Westeros and represents one of the nine major “kingdoms,” but it’s essentially made up of King’s Landing and the area surrounding the city; it's culturally defined mainly by its nature as the continent’s capital. It served as the jumping off point for Aegon I’s conquest of Westeros, and after he emerged victorious and united the Seven Kingdoms, he started building the Red Keep. He didn’t live to see it finished, but eventually the castle was completed by one of his descendants and has served as the seat of Westerosi power ever since. The city of King’s Landing itself is the largest and most populous city in Westeros, and is also home to the Sept of Baelor (or was until season 6), the seat of religious power on the continent.
Beyond The Wall
The wilderness Beyond-the-Wall is the northernmost region of Westeros; though because it exists independent of crown rule, it remains completely unaffiliated with and largely unexplored by its southern neighbors. It’s so far north that its climate is cold and unforgiving, even during summers, and it’s populated by nomadic tribes that identify themselves generally as the “Free Folk.” There are almost no permanent towns or settlements outside of Hardhome, and Craster’s Keep remains one of its major landmarks. The area Beyond-the-Wall is largely unexplored, and its nature makes it the source of many ghost stories, with the Night King and other magical beings like the Three-Eyed Raven taking up residence there. It’s bordered to the south by the Wall and includes all the land north of it all the way through the Land of Always Winter.