The Crownlands
From Asoiaf
The Targaryens escaped the Doom of Valyria and settled on Dragonstone. From Dragonstone Aegon I Targaryen, known as the Dragon, with his sisters Visenya and Rhaneys, set sail to conquer and become the first king of the Seven Kingdoms, after he had unified them during the Wars of Conquest.
During the Sack of King's Landing Aerys II Targaryen, King of the Seven Kingdoms was slain by Ser Jaime Lannister. Rhaegar's wife, Elia, and their two children, Princess Rhaenys and Prince Aegon, were also killed.
Queen Rhaella died in childbed on Dragonstone.