Note- Empires, in the traditional sense, are large tracts of land, connected by land. A good example of an empire this question is not based on is Russia. Russia is connected and fairly culturally consistent. Britain is a closer example of the empire being examined here- spread far across the world.
Imagine a world of empires. It isn't that hard- Europe at any point in the last, say, two millenia. Let's say there are... six contiguous empires. Six Russia, French, or German style empires. However, there are three other empires.
The empires are all based inside random buildings and fortresses, and embassies in other empires. There is a recognized power structure, and recognized areas of administration. Essentially, there are specks of land here and there that make up, as a whole, the empires, but no appreciable tracts of land. An empire of specks of land. A good example would be The Corbettite Order From Girl Genius, which is a sovereign order of train-obsessed monks. They have fortresses and a railway stretching across Europe, but no land owned.
In these empires there are laws, and everything that is recognizably an empire. They do not follow the laws of their host empires, so they are sovereign nations within other sovereign nations. This already exists in the world, in the form of monasteries, convents, etc. But could their culture be homogeneous across their spread empire? Or would their culture be dictated by the empires that they would be in if they as much as stepped outside their doors?