First off, everyone is ran by the empire, with the exception of MW and Black Marsh when it comes to governmental bodies. But, in each area, there is a king of sorts ruling them. This is what it is, but I'm not completely 100%
Summerset: They're ran, from what I can gander, to be city states. There isn't a high king, but many different monarchs that rule different cities
High Rock: There's a monarch, with different lords underneath. Used to be heavily fragmented, with many different kingdoms and lords until the events of DF. Now the kingdoms of Wayrest, Daggerfall, and Orsinium rule it, and they live peacefully. As for the orcs of Orsinium, not much is known, but they most likely follow a king of sorts. Was Gortwag during Daggerfall through OB. Since orcs live short lives, he's most likely dead some time after OB
Daggerfall: Sentinel takes all of Hammerfell, rules probably similarly like the kingdoms of Wayrest and Daggerfall
Skyrim: City State rulers. Think the Greeks
Cyrodiil. Heart of the empire, ruled by the emperor and the council. The different major cities are ruled by the lords there.
Valenwood: They really don't have much of a centralized government, or much of one that I know of.
Elswyer: They're ruled by "The Mane" and Clan Mothers.
Black Marsh: Very tribal, but all argonians have a common bond that keeps them together, and that's the bond with the Hist.
Morrowind: A bit of a controlled anarchy of sorts. It is ruled by the 5 great houses, with a figurehead king, and (used to be) three living gods and the Temple. In times past, the houses would rule, while the Temple would keep somewhat of an eye on them, and the king pretty much did nothing. When Helseth came into power, he reestablished the Grand Council of Morrowind, and made a lot of political moves. Currently, the king holds more power, due to Helseth (who may or may not be alive in the next game). The temple has pretty much collapsed, Redoran is completely under seige, Indoril is practically gone, and the other three houses, Hlaalu, Dres, and Telvanni are gaining power.