I'm pretty sure Black Marsh's capital is Helstrom which is suppose to be the origin of the hist trees and inaccessible to non argonians and located in the cental of Black Marsh.
The Lilmoth assumption is just based on the information provided in The Infernal City; seemingly it is the political centre point of the An-Xileel and their advisors - It also has a huge trade industry. Helstrom being inaccessible to non-Argonians is just another reason for it not to be considered the capitol. It would have great cultural significance though, much like Necrom in Morrowind.
As a series of kingdoms, High Rock wouldn't have a specific capital. But, as a province of the Empire, it's capital would be wherever the Imperial-appointed ruler legislates from. That's why Ebonheart is the capital of Vvardenfell, and Mournhold is the capital of Morrowind.
That's right - High Rock does not have a capitol but when it was under the rule of the Septim Empire, Daggerfall was made the capitol.
CYRODIIL: Imperial City (Du'h)
MORROWIND: Almalexia (Including Mournhold)
BLACK MARSH: ?
SKYRIM: ?
HAMMERFELL: ?
HIGH ROCK: Daggerfall
VALENWOOD: ?
ELSWEYR: ? (Possibly Dune or Torval)
SUMMERSET ISLE: Alinor
To continue answering the original question - Torval is the capitol of Elsweyr, which just about completes the line-up.