The Principality of Dorne was an independent principality in Westeros. It was founded during Nymeria's War by Mors Martell and Nymeria. During the War of Conquest, the Principality of Dorne remained unconquered and independent of the Targaryens. During the Conquest of Dorne, the Principality of Dorne was invaded again by the Targaryens. Dorne was conquered and occupied for four years. During the occupation, a Dornish insurgency fought against the invaders and four years later the Principality of Dorne was restored.
A few decades later (a little over a century before the War of the Five Kings), King Daeron II the Good managed to finally unite Dorne with the Iron Throne - not through conquest, but by voluntary marriage-alliance on equal terms. Daeron II married the sister of the Prince of Dorne, and the Prince of Dorne married Daeron II's sister. This special, semi-autonomous status allowed Dorne to retain several special privileges, such as the Martells continuing to style themselves as "Prince" or "Princess" instead of "Lord Paramount".
Empires and kingdoms of the known world
Valyrian Freehold · Ghiscari Empire · Kingdom of the Mountain and the Vale · Kingdom of the Isles and the Rivers · Kingdom of the Rock · Kingdom of the Stormlands · Kingdom of the Reach · Principality of Dorne · Kingdom of the Iron Islands