The Great Kingdom was an area of London where the laws of physics were different than those of the rest of the universe. It only existed for a short time at the start of 1 January 2000. It was created by Ashley Chapel's use of the Millennium Codex to make a space-time bubble so Saraquazel could manifest, Anne Travers unintentional summoning of Yog-Sothoth, and Melanie Bush's accidental killing of a cybrid.
The result was a triangular region of London, one mile on each side, enclosed by an impenetrable barrier. Within, most of the people forgot their original identities and assumed new ones. The Kingdom was divided into three regions, each with its own ruler and their army of servitor creatures. The rulers were versions of the three people responsible for the bringing about the Kingdom. They were the Technomancer Melaphyre (Mel) in the Ziggurat with her cybrids, the Hierophant Anastasia (Anne Travers) and her thaumaturgs based in the Labyrinth, and Ashmael and his auriks in their home in the Tower of Abraxas. The Three Gods of Past, Present and Future were believed to have created the Kingdom. They were the TARDIS, Yog-Sothoth, and Saraquazel, who were all in the Tabernacle. However, Yog-Sothoth and Saraquazel were merged into a single deranged being.
Due to it being a combination of the laws of this universe, the pre-universe and the after-universe, the Kingdom was inherently unstable. The Doctor and Melaphyre determined that a chain of cybrids connecting the Ziggurat and the Labyrinth and the Tower would short out the connection between the three universes and revert things back to the way they were. Despite temporarily becoming the Valeyard, they succeeded in restoring London. This also banished Yog-Sothoth, and freed Saraquazel to find its way back to its own universe. (PROSE: Millennial Rites)