Kingdom of the Mountain and the Vale

The Kingdom of Mountain and Vale was one of the independent kingdoms established in the continent of Westeros prior to the War of Conquest. During the time the First Men controlled the continent, the dynasty of the Mountain Kings ruled the Vale from their stronghold, the Eyrie. However, the last First Men ruler of the Vale, the Griffin King, lost the Vale to Ser Artys Arryn, one of the leading figures of the Andal Invasion. Ser Artys was declared King of Mountain and Vale and founded House Arryn, a line of Andal nobility that ruled the Vale until the invasion of Aegon the Conqueror.

In the books
In the A Song of Ice and Fire books, the history of the Kingdom of Mountain and Vale is the same. However, during the rule of House Arryn, the kingdom was renamed the Kingdom of Vale and Sky.