The Liao empire 遼 (907-1125) was founded by the proto-Mongolian people of the Khitans in the Liao River basin, from where it expanded to the west and the southwest, swallowing the tribes of the Xi 奚 and the kingdom of Bohai (Parhae) 渤海. The Khitans in 937 even occupied the sixteen northernmost prefectures (zhou州) of the Later Jin empire 後晉 (936-946), and so initiated their conquest of the north China plain. In the following decades, the Liao armies several times invaded theSong empire 宋 (960-1279) and the Korean kingdom of Koryŏ 高麗Following the pattern of the Song, the Khitans had five capitals:
The Capitals of the Liao Empire
capital
prefecture
modern place
Shangjing 上京 "Supreme Capital"
Linhuang 臨潢
Balinzuo Banner 巴林左旗, Inner Mongolia
Zhongjing 中京 "Central Capital"
Dading 大定
near Ningcheng 寧城, Liaoning
Dongjing 東京 "Eastern Capital"
Liaoyang 遼陽
Liaoyang, Liaoning
Xijing 西京 "Western Capital"
Datong 大同
Datong, Shanxi
Nanjing 南京 "Southern Capital"
Xijin 析津
Beijing 北京
http://www.chinaknowledge.de/History/Song/liao-map.html