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Arnor was Elendil's kingdom with its capital at Annuminas. Anarion's kingdom was Gondor with its capital of Osgilliath. And Isildur's kingdom was Ithilien with its capital of Minas Ithil. So in actuality, there were THREE kingdoms. One for the father, one for each son. Elendil was high king and his sons were two lesser kings under him.
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I don't believe that Ithilien was ever a Kingdom - it was a Princedom (did Tolkien invent this word, or what?). The South Kingdom was Gondor, capital Osgiliath as you say, and Minas Ithil was a fortress of Gondor, Ithilien a kind of province, like what was later known as Dol Amroth. I think Kuruharan's view of Isildur and Anárion as "co-kings" is the most accurate.
I'm not sure if I would use the word "Empire" for the realms of Gondor and Arnor, but whatever it was it was not very strong. Mostly due to assaults in earnest on both of them by Sauron. Arvedui and the Kingdom of Arnor perished largely because Gondor looked to its own survival first. Gondor certainly seems to have been the more ambitious of the two. Perhaps Gondor and Arnor were united under a High King for fear that if separated they would fight with each other? It seems to me that the two Kingdoms were not sufficiently linked together, and that an arrangement such as that between Rohan and Gondor may have suited them both better. I think Arvedui was dreaming when he thought he could rule both Kingdoms.
Were there actually any High Kings between Isildur and Aragorn?