Where Are the Free Cities?
The Free Cities, as their name suggests, are a collection of independent city-states, located across the narrow sea along the western coast of Essos. The nine cities are Braavos, Lorath, Lys, Myr, Norvos, Pentos, Qohor, Tyrosh, and Volantis.
The Free Cities' Significance in "House of the Dragon"
In "House of the Dragon," Lys, Myr, and Tyrosh are the Free Cities most relevant to the plot, as they form the Triarchy. This alliance seeks to rid the Stepstones and the surrounding region of pirates and outlaws, but their growing power is seen as a threat to some in Westeros.
The Free Cities' Significance in "Game of Thrones"
The Free Cities are also seen in "Game of Thrones." Most notably, Arya Stark flees to Braavos to train with the assassins known as the Faceless Men.