Do we know anything about any royalty in Black Marsh? I want to use this info for a RP background.

No.

The argonians' system of governance is too sacred to share with outsiders, and too alien for their comprehension. There is a profane sorcery over the Marsh no magicians have deciphered, which is believed intrinsic to the argonians' symbiotic relation with the Hist. So, western dignitaries have had a rollicking ol' time attributing status to the proper argonians. I've heard a story, even the great charlatan Mansil "Two-ways" - the Nibenean diplomat, who coined the phrase "My way, or the shaft" - parlayed with a bog-wench for days, before his interpreters could commune to him the folly. It has been said their ruler is the Marsh. To know the Marsh's ways, be as intimate with them as water.

Argonian royality? Because there was also Cyrodiil royality in large near-border cities. According to "The Wolf Queen" Magnus Septim was Cyrodiil King of Lilmoth due to his marriage with Hellena, Cyrodiil Queen of Lilmoth, before his emperorhood.
His predictor in Lilmoth was unnamed "Argonian priest-king", who has been executed.
Archeins of pre-Crisis Black Marsh and An-Xileel of modern are more like ruling parties, though thay can be considered as sort of "nobility". There is no information of figure equal to the "king" in this organisations.

http://www.imperial-library.info/content/infernal-city-lore-notes
and Archwarden Qajalil is basically count of Lilmoth

There must bee a sort of government though.

Because Shadowscales must be commanded by something, and there was an Argonian Agent to kill Scar-Tail when he refused to fulfill his "duties" as royal assassin.

http://www.uesp.net/wiki/Oblivion:Scar-Tail

Exactly. As a matter of fact, this is what I had in mind when i was making this topic, because we learn more about Shadowscales in Oblivion (Like how they are a "black-ops" of BM) and when Scar-Tail mentions a guard from the royal court. Thanks for all the replies though

Nobody said otherwise, but it's nature is veiled in eldritch mysticism and marsh-thought. When talking about their government with outsiders - forbidden - they need to use words like 'king' and 'royalty,' so they can communicate some meaning to them.

perhaps the 'royal gards' are simple the guardians of the Hist.