Terra Mariana, comprising present-day Estonia and Latvia, was established as a principality of the Holy Roman Empire.

Terra Mariana was the formal name for Medieval Livonia or Old Livonia. It was formed in the aftermath of the Livonian Crusade, and its territories were composed of present-day Estonia and Latvia. It was established on 2 February 1207, as a principality of the Holy Roman Empire, and lost this status in 1215 when Pope Innocent III proclaimed it as directly subject to the Holy See.

A principality is a type of monarchical state or feudal territory ruled by a prince or princess. It can be either a sovereign state or a constituent part of a larger political entity. The term "principality" is often used to describe small monarchies, particularly those in Europe, where the ruler holds the title of prince or an equivalent.

The Holy Roman Empire, also known as the Holy Roman Empire of the German Nation after 1512, was a polity in Central and Western Europe, usually headed by the Holy Roman Emperor. It developed in the Early Middle Ages, and lasted for a millennium until its dissolution in 1806 during the Napoleonic Wars. For most of its history the Empire comprised the entirety of the modern countries of Germany, Czechia, Austria, the Netherlands, Switzerland, Slovenia, and Luxembourg, most of north-central Italy and southern Belgium, and large parts of modern-day east France and west Poland.