Nymeria burns her ships
Driven out of the Rhoyne by Valyrian dragons, the warrior queen Nymeria brought ten thousand ships to Dorne, married Lord Mors Martell, and burned the fleet on the shore so no one could speak of going back. Dorne has been a different country ever since ÔÇö Rhoynish in blood and law, which is why a daughter there inherits ahead of no one's younger brother.
The fuller tale
Nymeria was a warrior queen of Ny Sar on the Rhoyne, and when the last of the Rhoynish wars was lost she did the only thing left: she took everyone who could still walk onto ships and went west. Ten thousand ships is the number the songs give and no maester believes it, partly because ten thousand seaworthy hulls did not exist on that river and partly because every number in a founding story is round. What is not in doubt is that a very large number of people crossed a very long sea with no fixed destination.
Most of them did not arrive. She tried the Basilisk Isles and found them a slaver's nest; she tried Sothoryos and lost thousands to fever and worse; she tried the Summer Isles and was politely refused. By the time the fleet reached the southern coast of Westeros it was women, children and old men in the main, and it landed at the mouth of the Greenblood in the poorest, driest, least wanted corner of the continent ÔÇö which was precisely why it was available.
She married Lord Mors Martell of Sunspear, and then she burned the ships. Every one of them, in the shallows, in front of everybody. It is the most quoted act of her life and the most misread: it was not romance, it was policy. A refugee people with a fleet argues about going home for a hundred years. A refugee people without one gets to work.
What the Rhoynar changed
Within a generation Nymeria and Mors had beaten or absorbed every petty king in Dorne ÔÇö there were dozens, and she is said to have sent six of them to the Wall in chains rather than kill them, which was both merciful and a way of making sure they never came back. What came out the far side was one country with Rhoynish law inside it.
That law is why Dorne is still not quite Westeros. A first-born daughter inherits ahead of her younger brothers there, and nowhere else in the Seven Kingdoms; the title of the ruler is Prince rather than King, in the Rhoynish style; and the whole long, exasperating relationship between Dorne and every crown that has tried to manage it begins with a people who arrived already knowing they were different.
Elsewhere in the wiki
 See the world as it stood in 700 BC What became of it  if an ending is written, it is here. Spoilers.
The chronicle records no ending here ÔÇö or none the maesters have set down.