The term Five Kingdoms has been known since ancient times. In the deleted scene from the episode "The Darkest Hour: Part One," Arthur said that the kingdom of Daobeth, which existed hundreds of years ago, was the greatest and most powerful of the five kingdoms, until it was destroyed by the dragons. It can be assumed that this term implies the first union of the five kingdoms, which distinguishes it from other kingdoms of Albion by a common name. Or, that is also likely, this may be the general name of the first five kingdoms of Albion.
There is also a version that the Five Kingdoms are the general name of the five largest and strongest kingdoms of Albion, whose rulers have decided, subsequently, to conclude an alliance. However, in this case, until the signing of a peace treaty between them in Camelot, their composition changed as Daobeth, which was considered the strongest of them, was destroyed and it is not known which other kingdoms were in the top five formerly.
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.