The Six Kingdoms, formerly known as the Seven Kingdoms, is the name given to the realm that controls southern Westeros and its numerous offshore islands, ruled by the King of the Andals and the First Men from the Red Keep in the city of King's Landing.
The name of the realm dates back to the time prior to the War of Conquest, during which seven independent kingdoms existed on the continent. The realm actually consists of nine distinct regions, the remaining two being formally established after the Targaryen conquest, and thus they are not actually considered to be "kingdoms." Regardless, all nine provinces were subject to the rule of the Iron Throne.
The realm has several times became fractured from years of civil warfare with the most recent resulting in the the Kingdom of the North and the Kingdom of the Iron Islands attempting secession. However, the North under Jon Snow had pledged to Daenerys of House Targaryen while the Iron Islands under Euron Greyjoy had allied with House Lannister. Both sides agreed to an armistice to deal with the Great War in the North, though Cersei Lannister and Euron Greyjoy betrayed the Starks and Targaryens. After the Great War was won, the war for Westeros resumed, and Daenerys and her forces took King's Landing at the Battle of King's Landing, though much of the population and structures were destroyed when she laid waste to the city.
Daenerys was subsequently assassinated by Jon Snow to prevent more destruction. A great council elected a new king, Bran I the Broken, who allowed for the North under Sansa Stark to secede, resulting in the current Six Kingdoms under the control of King Brandon Stark and the independent North under Queen Sansa Stark.