- "For thousands of years, the Storm Kings fought the Gardener Kings of the Reach and various families of Dorne for control of the Dornish Marches, just below the Red Mountains."
- ―Brienne of Tarth
The Dornish Marches are an area of the southwestern Stormlands bordering Dorne, the Reach, and the Sea of Dorne. They are located in the northern end of the Red Mountains which separate Dorne from the rest of the continent. As a result they have a very cold, alpine climate.
Despite their name, they have been ruled from Storm's End ever since the Storm Kings of House Durrandon asserted their dominance over it against the Gardener Kings of the Reach and several Dornish houses. They are "marches" on the border that guards the Stormlands from Dornish attack.
Endemic border conflicts between the three neighboring kingdoms played out in the Dornish Marches for centuries. The fighting for control over the Marches lasted until Dorne was brought under the rule of the Iron Throne through a marriage alliance one century before the War of the Five Kings.
The Storm lords from the Dornish Marches still maintain strong martial traditions after centuries of constant warfare, and produce some of the best fighters in the Seven Kingdoms, such as Lord Beric Dondarrion and Ser Barristan Selmy.
In the books
In the A Song of Ice and Fire novels, the Dornish Marches are one of the most heavily contested regions in all of Westeros, and have experienced centuries of endless petty border wars - particularly since the Rhoynar migrated to Dorne a thousand years ago. It was in this mountainous border zone that the rivalries were played out between the Stormlands, Dorne, and the Reach. This is similar to how other kingdoms played out their rivalries in the border regions of the Riverlands, but while the Riverlands are composed of vast, fertile, and accessible plains, warfare in the Dornish Marches saw large battles fought over a single mountain valley at a time.
Eventually, the Stormlands gained control over most of the Marches, though the borders in the mountains remained fluid - basically the Marches still belong to the Stormlands because they happened to be in control of them when Aegon Targaryen unified the Seven Kingdoms.
The Marcher lords are the most militaristic of the Storm lords. Moreso than others from the Stormlands, they absolutely hate the Dornish - even eclipsing the common resentment between Reachmen and the Dornish. Their centuries-long blood feud has become proverbial, so that characters sometimes describe deep seated enemies as loathing each other like Dornishmen and Marchers (as a real-life audience might say "fighting like Hatfields and McCoys").
As author George R.R. Martin has stated, the Dornish Marches are a loose parallel to the Welsh Marches in medieval Britain: a heavily fortified border zone in the mountains of Wales held by special frontier lords. Similar to how Welsh princes remained independent even after the Norman Conquest, the Dornish princes in Westeros remained independent for two centuries after the Targaryen Conquest (though in most other respects, Dorne is meant to be loosely analogous to Moorish Spain in the Middle Ages).
House Caron of Nightsong appears to have some sort of overlordship over the Dornish Marches, as their title "Lord of the Marches" implies. During the War of the Five Kings, however, Lord Bryce Caron was killed in the Battle of the Blackwater. With the continental Stormlands left defenseless after their armies were crushed on the Blackwater, most submit to Joffrey's rule. When Lord Bryce died, however his only remaining heir was his bastard son Rolland Storm, who continues to serve Stannis Baratheon on Dragonstone. As a result, Joffrey awarded rule of Nightsong (and apparently, overlordship of the Dornish Marches) to the man who killed Lord Bryce in combat: Philip Foote, a minor knight from the Westerlands serving in the Lannister army.
When the War of the Five Kings breaks out, the Dornish assemble their armies in the passes of the Red Mountains. Tyrion Lannister is unconcerned, realizing that they are simply blocking any entry to Dorne, but they are not stupid enough to needlessly launch an attack against the Marchers and end up dragging all of Dorne into the wider war (some of Prince Doran Martell's more hot-headed advisors suggested doing this, but he paid them no heed). Thinking on it, Tyrion then worries that while the Dornish aren't that stupid, the Marcher-lords are brazen enough to attack without explicit orders. So far at least, neither side has taken any action.