Himalaya kingdom was a mountainous country in Himalayas mentioned in the Puranas. Himavat was its ruler. His daughter Parvati, who became a wife of Lord Siva, was a princess from this kingdom. The Indian epic Mahabharata doesn't mention a kingdom named Himalaya, but mentions many kingdoms in the Himalaya mountains like the Kulinda Kingdom, Parvata Kingdom, Nepa Kingdom, Kirata Kingdom, Kimpurusha Kingdom, Kinnara Kingdom etc.
References
Himalaya Kingdom Wikipedia(Text) CC BY-SA