The fictional world in which the A Song of Ice and Fire novels by George R. R. Martin take place is divided into several continents, known collectively as The Known World. Most of the story takes place on the continent of Westeros and in a large political entity known as the Seven Kingdoms. Those kingdoms are spread across nine regions: the North, the Iron Islands, the Riverlands, the Vale, the Westerlands, the Stormlands, the Reach, the Crownlands, and Dorne. A massive wall of ice and old magic separates the Seven Kingdoms from the largely unmapped area to the north.
https://en.wikipedia.org/wiki/World_of_A_Song_of_Ice_and_Fire