The Free Cities are nine powerful, independent city-states located across the Narrow Sea to the east of Westeros. They are located on the western coast of the massive eastern continent of Essos. They trade with the Seven Kingdoms, and each one is a distinct and individual culture by itself.
In the books
In the Song of Ice and Fire novels there are nine Free Cities: Braavos, Pentos, Norvos, Qohor, Lorath, Tyrosh, Lys, Myr and Volantis. Tyrosh, Lorath and Lys are located on islands off the coast, whilst Norvos and Qohor are inland, roughly east of Pentos. The rest are major seaports.
"Free City" is basically the term for "city-state" used in author George R.R. Martin's fantasy world. Aside from Braavos, the Free Cities were colonies of the mighty empire of Valyria and gained their independence after the Doom. As Martin has stated that the Valyrian Empire is essentially his fantasy world's equivalent of the Roman Empire, the Free Cities are essentially his equivalent of the medieval Italian city-states (the coastal ones that have a mediterranean climate; Norvos and Qohor might be more like other romance regions in medieval France/Germany, etc.)
Braavos in the far north was founded by refugees fleeing Valyrian tyranny. In terms of size, Volantis appears to be physically the largest city and the most populous, but Braavos is the richest and most powerful in military terms, as well as considered as being almost impregnable due to its position on a hundred islands in the middle of a vast lagoon, unassailable by land. Lys and Myr are perpetual rivals, frequently warring over the Disputed Lands to the west of the River Rhoyne, as well as the Stepstones. Volantis and Tyrosh are sometimes reluctantly pulled into these wars. Volantis, at the mouth of the Rhoyne, is a major slave-trading center and a major stop for travelers heading from Westeros and the Free Cities to distant Slaver's Bay. The Rhoyne and its numerous tributaries form a substantial trade and transport link through the interior of the landmass.
- Braavos: the most powerful and northerly of the Free Cities, located on islands in a lagoon. Ruled by the Sealord the city is home to the influential Iron Bank and the secretive assassins' guild known as the Faceless Men. The city is noted for its religious tolerance and hatred of slavery.
- Pentos: a major seaport, land-based and vulnerable to Dothraki incursions from the continental interior. Among other items, it is frequently noted for its trade in cheeses. Ruled by the Prince of Pentos, supported by a council of merchant Magisters. Allied to Braavos.
- Norvos: a major inland city, located on the River Noyne north-east of Pentos. It is situated in the hill country in the north of Essos, known as the Hills of Norvos.
- Qohor: a major inland city, located in the immense Forest of Qohor near the edge of the Dothraki sea, east of Norvos on the River Qhoyne. Noted for its immensely skilled blacksmiths. Qohor maintains a garrison of Unsullied warrior-eunuchs which it buys from Slaver's Bay to defend itself against the Dothraki.
- Lorath: arguably the least-known and possibly the least-powerful Free City, located on an island south-east of Braavos, in the Shivering Sea.
- Tyrosh: a major seaport and mercantile city, ruled by the Archon. Tyroshi are known for extravagant clothes, flashy armor and rich tastes. Tyrosh is located on an island close to the Stepstones, and is thus the Free City closest to Westeros. Due to its location between the Stepstones, Disputed Lands, and Westeros, it is often seen as a major hub for hiring the services of various professional mercenary companies, to serve in the various conflicts of these different regions.
- Lys: an island city in the Summer Sea, located close to the Stepstones and protected by a formidable navy and informal Lyseni "freesails", who often rent their services to the highest bidder. Lys is noted for its pleasure houses. Its people are fair skinned, blonde haired and blue eyed.
- Myr: a seaport located close to the Disputed Lands and on an arm of the Narrow Sea known as the Sea of Myrth. Noted for its scientific institutions and its progress in the fields of optics, particularly lenses. Lys and Myr have been bitter rivals for centuries. Its people are dusky and considered exotic by Westerosi.
- Volantis: the southeastern-most of the Free Cities and the largest, most populous and most corrupt, ruled by the Triarchs of Volantis. Noted for its immense slave markets and Valyrian traditions. Volantis was originally the most powerful of the Free Cities but its strength was sapped in the Bleeding Years, leading to it being narrowly edged out by Braavos. Volantis is built on the main mouth of the immense River Rhoyne, with numerous tributaries of the Rhoyne forming a defensive barrier to the east that protects the city from the Dothraki. The major trade routes from Westeros to distant Slaver's Bay and points beyond, such as Slaver's Bay, the Jade Sea, Qarth and Asshai, pass through Volantis.