Game of Thrones divides most of its time between the Seven Kingdoms of Westeros, but not every region gets equal screen time. The most iconic settings have to be King's Landing and the North. The harsh, frozen Kingdom in the North looks inhospitable, but it's one of the few places a person can be free from the Iron Throne. The North earned and lost that honor with blood and violence.
Behind every action and character in Game of Thrones, there are usually several thousand years of history to add context. Everything generally comes back to the earliest days of human occupation of Westeros or that time a king took over the continent with dragons. These events affected every region in different ways.
When did the North lose its independence?
The Kingdom of the North was established after the Long Night. The North was occupied by the First Men, who crossed the land bridge from the old continent. They made peace with the Children of the Forest, the indigenous species that held the land before humanity arrived. Life was relatively easy in the North for almost 2,000 years. Unfortunately, winter storms battered the North for a generation as White Walkers invaded Westeros. This Long Night could have wiped out all life on the continent. The First Men, Children of the Forest, and Giants banded together to defeat the White Walkers, driving them back into the most remote tundra of the North. They then forged the Wall to keep them out and formed the Night's Watch to ensure their safety. King Brandon Stark built his castle, Winterfell, and established House Stark, who would rule for generations. Brandon the Builder's independent regime stood for more than 8,000 years.
When the Andals crossed the Narrow Sea and invaded Westeros, they smashed every civilization they encountered. Only the North could face their attack. The North holds the traditions of the First Men they originated from. Unfortunately, the Children of the Forest and Giants were driven beyond the Wall by the Andals. The North survived the onslaught of the Andals, but all of Westeros eventually became a target of the last Dragonlord. Aegon I Targaryen led an unprecedented conquest over the continent with his three great dragons. Aegon the Conquerer created the Seven Kingdoms by force, establishing King's Landing and becoming the first to hold the Iron Throne. Torrhen Stark, the King of the North at the time, marched south to fight Aegon's hoards, but the Conquerer's decisive victory at the Field of Fire changed his mind. Torrhen was forever known as the King who Knelt. His descendants defended his decision, but it ended generations of Northern independence.
When did the North regain its independence?
The Targaryen Dynasty remained in power for more than 300 years. Aerys II Targaryen, known as the Mad King, sparked a rebellion that finally ended the family's reign. Ned Stark, Lord of Winterfell, led Northern troops into battle to overthrow the Mad King. They won, installing Ned's lifelong friend Robert Baratheon on the Iron Throne. Robert gave Ned the position of Hand of the King after his first Hand died under suspicious circumstances. Robert later died, giving the throne to his heir, Joffrey. Against the advice of everyone he knew, Joffrey had Ned Stark executed. His death sparked the War of the Five Kings. Robb Stark, Ned's oldest son, declared himself the first King of the North in centuries. They were independent once more as they waged war against the Iron Throne. Robb regularly won battles against Joffrey and his Lannister armies, but House Stark was repeatedly betrayed. Robb died at the Red Wedding while Ramsay Bolton stole Winterfell.
House Stark had been quickly dismantled, leaving the North under the heel of a sociopathic traitor. Ramsay Bolton had his family killed under threat of being disinherited, leaving him in charge. His rule was not long. Jon Snow, the bastard son of Ned Stark, gathered an army of Free Folk from beyond the Wall to retake Winterfell for his family. This is as far as the books have gotten, but the show's story continues. Ramsay was executed for his crimes. Jon was declared the King of the North by its citizens. He would rejoin the Seven Kingdoms by pledging himself to Daenerys Targaryen. Jon then assassinated Daenerys to stop her ill-conceived plans for widespread destruction. Bran Stark became the first elected leader to hold the Iron Throne. Sansa Stark vouched for the North's independence. As the show ends, she becomes the first Queen of the North.
The Kingdom of the North spent thousands of years under no leadership but their own. They bent the knee to Aegon to avoid more severe consequences, then played a crucial part in overthrowing the Mad King. The North hasn't always been free from the Iron Throne, but their willingness to break ranks with the seat of power sets them apart. Independence is the default state of the Kingdom of the North. Winter is always coming, and only the North can brave it alone.