Example 1: The group's Baroness, the Cavalier Keiyanna Revalt, is originally from a smaller noble house in Brevoy. What I am going to have happen in the next few months of their Kingdom-building is that Keiyanna's over-bearing, power-hungry mother will arrive and start to stick her nose into the happenings of the fledgling kingdom.

Example 2: The group Cleric, Kern, is a dwarven cleric of Cayden Cailean (the god of ale, wine, and camaraderie.) When the party made friends with the Sootscale Kobolds in the first module, Kern converted the entire tribe to the worship of Cayden Cailean. Now that the kingdom is being grown, the Sootscale Kobolds have built a shrine, brewery, and tavern and dedicated their entirely culture to the god, and have even sent a Kobold priest of their own to study under Kern.

These sorts of little touches make the game more personal for the characters, and thus the players.