All four kingdoms are officially governed by an elected council, though the council's influence varies in different locations.
Vacuo is the least organized, the chaos to Atlas' order. Its main source of governance is Shade Academy. The inhabitants live in a mostly desert part of the largest landmass, with a few scattered towns and small cities near water. Its folk are hardy and have the highest ratio of awakened-to-unawakened Auras, relying mostly on skilled warriors and powerful Semblances to defend against Grimm attacks. Its main natural resource is Dust mines, the strip-mining of which has further desertified some parts of the continent.
Mistral, the largest by landmass, is an eclectic mix of biomes and cultures. They rebounded after the Great War in the opposite direction from Atlas, becoming a center of arts and cultural mixing. Prejudice against the Faunus remains a major problem there, however. A Faunus group known as the White Fang, centered in Menagerie and led by Ghira Belladonna, has been peaceably lobbying Mistral for better treatment for years.
Vale is the most politically influential of the kingdoms, and its Academy produces some of the most renowned Huntsmen and Huntresses. The Headmaster of Beacon Academy has a "first among equals" sort of authority with the other Academy leadership, whose influence in their respective nations is second only to that of their ruling councils. Vale has declined in population after some recent disastrous attempts at colonization (Grimm, again) but remains a formidable world power thanks to its well-organized force of Huntsmen and Huntresses.
There are several legends describing the origin of the Grimm, but little in the way of concrete facts. Mistral legends favor ancient "demon magic" (read: Faunus) gone awry. Old Mantle legends speak of a punishment on humanity. Vacuo claims vengeful gods. Vale myths blame a progenitor Grimm, one of the legendary unique Grimm that can spawn all others. (Though they say nothing about where that came from). Grimm are difficult to study in the wild, being prone to attack anyone who tries to get near. They have never been witnessed breeding, nor has anyone ever reported seeing a baby Grimm, though a few of the largest Grimm have been reported to spawn lesser adult Grimm from their bodies. Larger and longer-lived Grimm seem to possess more cunning than their smaller cousins, increasing with age. While lesser Grimm like Nevermore and Boarbatusks will attack on sight, herds of Goliath have been known to frequent the edge of civilization, waiting for a mass panic before they strike. They display some coordination in combat, especially pack varieties like Beowulfs and Morrigans, but they don't appear to have any sort of language. Grimm will maul and eat their victims, but they don't seem to need sustenance in the usual sense (they don't eat animals or plants) and they leave behind nothing but soot and the occasional bone mask when they die. In the end, the only ironclad fact that has been established about Grimm is that there are always more of them.