The Free Cities
Culturally, Essos varies wildly from Westeros, and the Free Cities of Pentos, Braavos, Volantis, Myr, Lorath, Lys, Tyrosh, Norvos, and Qohor are prime examples of the dissonance between the two continents. The Free Cities are merchant, self-governing city-states with no affiliation to another, higher authority. They are spread throughout the entirety Essos - some coastal, some inland and some, like Lys, on islands. While the books go into considerable detail regarding many of the Free Cities, HBO's Game of Thrones has focused most of its attention on the coastal cities of Braavos to the north, Pentos to the East, and Volantis to the south. Daenerys begins her journey in Pentos when she’s sold in marriage to Khal Drogo by Illyrio Mopatis; Arya spends months in Braavos training at the House of Black and White, and Jorah kidnaps Tyrion when he sees the dwarf and Varys at a brothel in Volantis.
Slaver’s Bay also distinguishes itself from Westeros in a major way because of its historic devotion to the slave trade. Slavery was outlawed in Westeros, but continued to thrive in the cities of Astapor, Yunkai, and Meereen seated east of Volantis. Located in the southeastern region of Essos, Slaver’s Bay is bordered to the north by the Dothraki Sea and to the east by the ruins of Valyria. Dany’s journey eventually takes her to Astapor, Yunkai, and Meereen, and one by one, she forces an end to slavery in each city before finally setting up a semi-permanent base in Meereen to the north. She departed Meereen at the end of Game of Thrones season 6, leaving Daario Naharis behind to rule in her stead.
Qarth is a port city on the southern coast of Essos that’s prospered in part because of its prime location. Not only does it sit on top of a well-traveled trade route, but it’s protected from Dothraki raids by the Red Waste desert as well, which serves as its northern border. Under these conditions, and also due to the fact that Qarth is the last major city before the mysterious regions of the Further East, Qarth became renowned as a center of trade and commerce. Dany visits Qarth in Game of Thrones season 2 after making an inhuman trek across the Red Waste on foot. At first, she’s charmed by the wealth and comfort Qarth offers, but when it becomes clear everyone’s only interested in her in an attempt to possess her dragons, she leaves, but not before killing a few of the city's leaders.
Also known as the Great Grass Sea, the Dothraki Sea is the largest semi-continuous region in Essos. Largely made up of prairie land, it occupies a huge area of inland Essos, stretching for thousands of miles in every direction and bordered by the Free Cities to the west and the Red Waste to the east. Because the Dothraki who control the area are nomadic, there aren’t any permanent settlements, save for Vaes Dothrak, a city on the northeastern edge of the region. Vaes Dothrak serves as a capital of sorts for the Dothraki, whose leaders meet there to trade and settle disputes, and violence within its walls is extremely frowned upon. It also serves as the permanent residence of the dosh khaleen, widows of khals forced to live out their days as holy women in service to active khalasars.
The Further East: Asshai & Yi Ti
One of the greater mysteries still left unexplored in both the books and the Game of Thrones TV series is the easternmost region of Essos known only as the Further East. HBO's show doesn’t go into great detail about this region outside of the first few seasons when Dany is bouncing around the Red Waste and Qarth, but the mysterious cities of Asshai and Yi Ti are both mentioned a few times. Yi Ti is located due east of the Red Waste and the Bone Mountain Range and bordered to the south by the Jade Sea, which also serves as Qarth’s southern border. Asshai is located on the southeast shore of the Jade Sea, and both cities are characterized by their advanced age and exotic cultures. Asshai is typically associated with more mysticism than Yi Ti, and was the childhood home of Melisandre and presumably where she received her training to be a priestess of the Lord of Light. It's possible we'll get to see more of these regions in the Game of Thrones prequel series that's currently in development.