The Lannisters are the second of three remaining Great Houses on Game of Thrones. Once a formidable power that boasted many allies, the Lions can now count their allies on one hand (which is helpful for Jaime).
In fact, other than a few small houses never even mentioned on the show that presumably make up the Lannister army, their allies mostly come in the form of individuals.
Lannister Allies:
House Greyjoy
Great House Greyjoy now stands starkly divided, with King of the Iron Islands Euron throwing his power and army behind House Lannister — Euron even wants to marry Cersei (shudder). But a good portion of House Greyjoy has chosen another leader to rally behind.
House Clegane
The house that bore The Mountain and The Hound is a Lannister ally, with The Mountain serving as Cersei's main bodyguard and champion for several seasons now. But his brother? Not so much.
House Tully
This former Great House was once joined with the Starks by marriage, as Catelyn Stark was Catelyn Tully before she was married. But the Lannisters and Freys conquer House Tully in season six, with Catelyn's brother Edmure still a Lannister prisoner. So they haven't so much chosen to align with the Lannisters as they have been forced into it.
House Frey
Speaking of the Freys, they're the Lannisters' greatest ally . . . oh, wait. They were the Lannisters' greatest ally. Now they're all dead, courtesy of Arya Stark, angel of vengeance.
