The Five Kingdoms is a term used by King Uther Pendragon to describe the five countries represented at the peace talks held in Camelot (Sweet Dreams).
King Alined and King Olaf rule two of the five Kingdoms, with Arthur as King of Camelot, while the other two states are governed by unnamed rulers.
The Five Kingdoms would continue to be united even after Uther's death, as the recently crowned Arthur would jokingly call Merlin "the worst servant in the Five Kingdoms" (His Father's Son).
The other four kingdoms seemed to share the stance against magic that Camelot had after the Great Purge. As Alator of the Catha told Merlin that he had been "shunned, persecuted and sometimes even hunted in every corner of the Five Kingdoms" (The Secret Sharer).
Morgana told Alator that her bracelet's healing powers were without equal in the Five Kingdoms (The Secret Sharer). She later joked that the Knights of Camelot were described as the 'best' in the Five Kingdoms The Sword in the Stone.