Usually these are followed by a restrictive of phrase, or other words with the same function. If you say the Kingdom of Outer Wacovleschiya , the indicates there is no other such kingdom. There's only one.
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JhaedenWhy do use THE in names with Republic, Kingdom, States etc.?If a common noun occurs in a proper noun, the is needed: the United Kingdom, the Soviet Union. The is used if a geographical proper noun is in the plural