From ThresholdRPG Wiki

Swearing fealty to a kingdom or empire is a serious decision for any adventurer. All their tributes will go to their chosen kingdom or empire, and thus, adventurers can affect where events are held or where improvements are made. Currently, adventurers may swear fealty to one of three kingdoms or empires: Androctonus, Sable, and Thrace.

Sable City Chamber of Oaths
South of the lobby of the King's Bench
Thrace City Chamber of Oaths
Upstairs from the Chamber of Law
Location known to scorpiens

Once you have sworn fealty, you may then accrue kingdom allegiance.