The following is the political alignment of the regions in current timeline:
Currently held by Starks who are opposed to Lannisters. They are not aligned with Daenerys either. But when Daenerys lands with her dragons, Jon would have no choice but to follow the example of the last Stark King Torrhen Stark and kneel before the dragons. If Bran returns to reveal that Jon is in fact a Targaryen, not a Stark, Jon would most likely abdicate the position of KitN in favor of Bran because Bran is the eldest surviving son of Lord Eddard Stark. He will also prove instrumental in forming an alliance with Daenerys.
Currently allied with House Stark and neutral towards the oncoming Targaryen invasion force. They are allied with the Starks due to the blood relation between Lady Sansa Stark and Lord Arryn. But in fact Petyr Baelish is making the decisions while Lord Arryn is a minor. Baelish hoped to secure a marital alliance with Sansa and seat her on the throne of Kings of Winter (and then using the power of the North and the Vale to win the Iron Throne for himself), but that appears to have gone awry.
It is unclear whether the Knights of Vale will continue the alliance with the North in such circumstances despite chanting "King in the North" for Jon. As of S07E01, Knights of the Vale are still present there but Sansa seems to think it is because of Petyr Baelish.
Currently ruled by self-proclaimed King Euron Greyjoy who wishes to join Daenerys on condition of a marital alliance and him being King Consort. Another faction of House Greyjoy led by Asha Greyjoy has successfully formed an alliance with Daenerys which means
Euron will either have to surrender or side with the Lannisters as he can't hope to fight alone. Since Asha wants to kill him and Daenerys has agreed to it, it's a matter of life and death for him. As predicted, Euron has visited KL with a marital alliance proposal with Cersei in S07E01.
Currently held by Queen Cersei. This is power hub of House Lannister and they ruled as Kings here for centuries until Targaryens came. Cersei inherited it after her father died because Tyrion was an attainted traitor and Jaime was a Kingsguard. Jaime can destabilize that if he wants because he has command and respect of the Lannister Armies. He is the true heir of Tywin Lannister and if he wants, he can claim the Westerland for himself now that he is no longer a Kingsguard. It is however unclear how he took Cersei's coronation and how he feels about her causing his last son to kill himself. In any case, Jaime is the key to Westerlands.
Currently Held by House Frey who rely on Lannister might to enforce their rule on the Riverlands. Tully loyalists still exist in the region and with Walder Frey's murder, they are likely to rise up again for Edmure Tully. If Edmure Tully becomes lord of the Riverlands, he will either side with Daenerys or the North. Freys will be predisposed to join Cersei because only she can save them from punishment for the Red Wedding.
Last held by King Tommen I Baratheon. Since the death of King Tommen and extinction of house Baratheon, it is unclear who the Stormlander lords will follow. Tommen was a Baratheon (well at least in name) but Cersei is nothing to them. Cersei on the other hand will claim it as inheritance from her son. Stormlander lords will most likely reject such attempts and join Daenerys instead since Daenerys is the closest legitimate kin of Baratheons. (Daenerys and Robert shared the same great grand father, King Aegon V Targaryen). These lords are fiercely loyal to House Baratheon and have no cause to love the Lannisters against whom they rose up under Renly and Stannis Baratheon.
Already aligned with Daenerys to avenge death of Lord Tyrell and his children on Cersei's commands. Tyrell sails were spotted in Dany's fleet.
Already aligned with Daenerys to avenge Elia and Oberyn. Martell sails were also spotted in Dany's fleet.
Traditionally a royal fief and ruled by Targaryens for three centuries until Robert took over. While Cersei would try to claim them as Queen, it is unclear how the traditionally Targaryen vassals of the Crownlands will react when Daenerys lands with three dragons. They will most likely go over to her because they have no cause to love Cersei or Lannisters. It must be noted however that unlike other regions, Crownlands lack a central non-royal figure they can look to lead them as King himself is the Lord Paramount of this region. So they would lack unity and cohesive plan which would be required to change their allegiance as a group. Nevertheless, the possibility of sporadic and individual cloak-trading can't be dismissed.
Image Credits (Mostly): Tomasz Jedruszek © Fantasy Flight Games.