Ancient Nepali kingdoms

The term "Nepal" or similar other terms implying Nepal are mentioned several times in various ancient Hindu and Buddhist literatures and other sources.

Himalaya Kingdom is mentioned in purans several times. Himwat was the king of Himalaya Kingdom. His daughter Parvati later married to Lord Shiva, one of the trinity of Hinduism. But Himalaya kingdom with the same name is not mentioned in Mahabharat.

But many kingdoms of the Himalayan region is mentioned in the epic Mahabharat. Those are Parvata Kingdom, Nepa Kingdom, Kirata Kingdom, Kimpurusha Kingdom, Kinnara Kingdom, Kulinda Kingdom.

Out of these Kinnara Kingdom and Kulinda Kingdom (2nd Century BCE - 3rd Century) are considered to be in present day Himanchal Pradesh and Uttarakhand states of India respectively. About Kimpurusha Kingdom people have different views. They could either be close to Kinnar or Kirat or something different.

Parvata Kingdom was in ancient Nepal. The word parvata also sometimes used to refer Nepal as a whole. "Sage Parvata", who was a companion of "Sage Narada", was belonged to this kingdom. According to Mahabharat parvata were in Garud mititory formation made by Drona fighting from Kaurava Side (7:20).

Nepa Kingdom is also mentioned in Mahabharat. They also fought from Kaurav side.(5:74) Nepa can be assumed to be the short form for Nepal.

Kirata tribes also mentioned in Mahabharat as northen tribes, tribes beyond aryabart, mlechha. Historic fact is that, approximately same time of Mahabharat there was a Kirat dynasty ruling in Nepal. First kirat king of Nepal Yalambar is sometimes considered to be the same person who is described as Barbarik in Mahabharat.

यवनाः किराता गान्धाराश्चीनाः शबरबर्बराः |
शकास्तुषाराः कह्वाश्च पह्लवाश्चान्ध्रमद्रकाः || (12,65,13)
ओड्राः पुलिन्दा रमठाः काचा म्लेच्छाश्च सर्वशः |
ब्रह्मक्षत्रप्रसूताश्च वैश्याः शूद्राश्च मानवाः || (12,65,14)

उत्तरापथजन्मानः कीर्तयिष्यामि तानपि |
यौनकाम्बोजगान्धाराः किराता बर्बरैः सह || (12,200,40)

किराता विकृता राजन्बहवोऽसिधनुर्धराः |
म्लेच्छाश्चान्ये बहुविधाः पूर्वं विनिकृता रणे || (14,72,4)

Videha Kingdom: this kingdom has very special place in history. Its not only mentioned in Mahabharat but also in another hindu epic Ramayana. Janak (aka Videha) was king of this kingdom. Janaki (aka Sita) was his daughter. Sita later merried Ram, one of the important hindu deity. 

Mithila was the capital of Videha. City of Mithila is present day city of Janakpur in Nepal. The whole kingdom of Videha is also considered Mithila region, a region where Maithili language or culture is popular. Present day some parts of Mithila region lies in south eastern Nepal whereas rest of parts lies in northern parts of Bihar and Jharkhanda states of India.

Virata Kingdom : Pandavs had arrived to Virata Kingdom for Gupta Baas (incognito) for their 13th year of exile. The center of this kingdom is believed to be present day city of Biratnagar in south eastern Nepal.

Khasa Kingdom : this kingdom was (arguably) in western part of present day Nepal.

The Khasas along with the Tusharas, the Yavanas, the Darvabhisaras, the Daradas, the Sakas, the Kamathas, the Ramathas, the Tanganas the Andhrakas, the Pulindas, the Kiratas were mentioned as fierce prowess, the Mlecchas,  the Mountaineers tribes who fought for Duryodhana. (8,51,18-19)

उग्राश्च क्रूरकर्माणस्तुखारा यवनाः खशाः |
दार्वाभिसारा दरदाः शका रमठतङ्गणाः || (8,51,18)
अन्ध्रकाश्च पुलिन्दाश्च किराताश्चोग्रविक्रमाः |
म्लेच्छाश्च पार्वतीयाश्च सागरानूपवासिनः || (8,51,19)
(related: Khas Empire of western Nepal)

Shakya Kingdom (1750-500 BC)
Major parts of this kingdom was in south Nepal. The capital city of the Shakya Kingdom was  in present day Tilourakot, Kapilvastu district. Gautam Buddha was born here.

See Also

Barbarik/ Yalambar