Orcs ant goblins do have their own kingdoms. Mostly they don't stay put, though. They tend to raid their neighbors for slaves and provisions and usually get wiped out after a while...
Trolls don't bother with kingdoms or even towns, and dragons each have their own territories staked out and guard then jealously.
Worgs also have their own clan-lands and are mostly not evil. They are hunters and have a world view much like that of the Vikings. The renegades are driven out and often end up teaming up with goblins. That's why most worgs encountered outside of worg territories are evil. There are some remote areas where even goblins are reputed to live more stable lives and are therefore more neutrally aligned, rather than the normally encountered evil little scumbags.
Every intelligent being can be any alignment and could be adapted for playing as a PC. You just have to come up with a really good explanation for your GM of why it would be fun to do it and how, exactly, you will make sure it won't unbalance the whole campaign.
Now, playing a goblin as a PC would be a real challenge since EVERYBODY would automatically hit first and wonder later about why the bugger was saying: "Hi, I'm Argggh!..."
Worg vikings...wow this sounds awesome, and actually perfectly appropriate. You should really consider putting together a Worgish version of Beowulf within the species mythology as part of the background of this species. (Obviously, rewriting the entirety of the epic poem would not be required, or suggested. Just you know, as one of those legends that make up the background various species within campaign settings)
"If your heart is fearful throw away fear; if there is terror in it throw away terror. Take your axe in your hand and attack. He who leaves the fight unfinished is not at peace." -The Epic of Gilgamesh