There are many unaffiliated towns, villages, monastaries, temples and more dotted around the world, especially those who dont see the benefit of paying a tax to maintain roads, or who arent close enough to be forcibly conquered into a country.
Additionally, there are druid groves that serve as a refuge for those unwelcome by settlements or society, as well as those who are inclined to nature. The structure and culture of these vary wildly between grove to grove, but are generally looked down upon by civilisations.