Amber, centre of the universe though it is, is far smaller in size than many Shadows, hardly much bigger in terms of territory covered before you begin to enter Shadow than a small nation on Shadow Earth.
The Shadows that surround Amber, with whom Amber has established trade and diplomatic relations, are known collectively as the Golden Circle. Shadow travel between them can be accomplished even by those with no ability to move through Shadow normally, and altering them is close to impossible.
In practice, if not in reality, Amber and the Golden Circle countries are little different in terms of relations than a powerful central country on Shadow Earth surrounded by numerous smaller allied states is.
Golden Circle treaties are also sometimes established with nations deeper into Shadow, although certainly never very far from Amber. Amber often has to do a lot of diplomatic work to keep the Golden Circle alliance from falling apart, as the Shadow nations that compose it tend to have frequent squabbles over borders and trade.
Golden Circle countries of note include, but are hardly limited to, the following.
Begma is a sophisticated trading nation, run by a parliamentary system headed by a prime minister, with a token monarchy that lacks any true political power. It is one of the oldest members of the Golden Circle alliance, and feuded for ages with its neighbour, Kashfa, over the disputed territory of Eregnor.
This feud was meant to be resolved by a political marriage between King Rinaldo of Kashfa and Coral of Begma, the younger daughter of the prime minister, Orkuz. Unfortunately, Coral disappeared soon after her wedding to Rinaldo, and has never been seen since. Where she went is unclear; there are a hundred different rumours, none of them confirmed.
For a brief time, it looked as though this would lead to open and bloody war between Begma and Kashfa, with Begma making dire accusations over the disappearance of Coral, and Kashfa responding in kind. The matter was resolved through intercession of Amber: Kashfa was officially declared to have no responsibility for Coral's disappearance, and Rinaldo's marriage to Coral was annulled. He then married Nayda of Begma, her older sister, cementing peaceful relations between the two nations for the foreseeable future.
Kashfa is a recent entrant to the Golden Circle, a picturesque but somewhat culturally backward country that borders on Begma. Its young king, Rinaldo, is very popular with the people, and is married to Nayda of Begma, a match that gossip says he finds much more palatable than his brief political marriage to her younger sister.
Kashfa is notable for its extensive forests, full of excellent game. Princess Florimel has described it as having a certain "shabby barbaric splendor".
Deiga, a fairly unremarkable port city out in Shadow, is really only notable for being the site of Prince Caine's assassination. There is a memorial there for him, built, like the one near his tomb, by his brother Gerard.
Also known as the Country That Vanished. Urpash was a medium-sized desert nation, ruled by former nomadic tribesmen who had built cities and engaged in extensive irrigation projects under the influence of Amber. They provided elite cavalry squads to Benedict during the Patternfall War, and seemed well on their way to becoming an important Golden Circle country.
Then, two decades ago, the Shadow that contained Urpash vanished, somehow pulled completely from the tapestry of knit Shadows that formed the Golden Circle. In its wake came Shadow storms that did heavy damage to the neighbouring countries; Prince Gerard and Princess Fiona, dispatched by King Random, managed to stabilize things before they became too severe.
Now, the two very minor Golden Circle kingdoms once divided by the desert expanse of Urpash (Chitu and Botsanga) share a Shadow border, and no one has ever yet managed to figure out what did happen to Urpash--or, if they have, they're not talking. King Random has given the other Golden Circle kingdoms assurances from Princess Fiona's research that the event was undoubtedly a one-time occurence, probably brought on by the spectacular failure of a magical experiment on the part of one of Urpash's sorcerer-chieftains.