The Free Marches are not a kingdom, nor even a nation in the most basic sense. People from that region dislike even being lumped together as "Marchers." Rather, they are a collection of independent city-states united only when it suits them; in this respect, they resemble the Bannorn before the arrival of King Calenhad. Because of this, the Free Marches have no capital, and what passes for a central government exists only sporadically, a sort of Landsmeet that convenes only during times of crisis.
I arrived in time for the Grand Tourney while it was on in Tantervale--a remarkable sight indeed. I saw Avvar hillsmen test their mettle against Orlesian Chevaliers, riders from the Anderfels buying Nevarran cavalry horses, Antivan craftsmen selling their wares to Tevinter mages. All of Thedas was on display.
--From In Pursuit of Knowledge: The Travels of A Chantry Scholar, by Brother Genitivi