here is a complete list of the other lands and realms now established in the canon outside of Hyrule:
Other Kingdoms:
Lorule
The Sky
Hytopia
Sacred Realm
New Hyrule (in the land of the Spirits of Good)
Parallel Worlds:
The Dark World
The Twilight Realm
Holodrum
Labrynna
The Minish World
Koholint Island
Termina
World of the Ocean King
The Sacred Realm and the Dark World are literally one and the same; it takes different form depending on the person whose wish the Triforce grants. It is also not another kingdom; it's a parallel world.
Holodrum and Labrynna are not, to the best of my knowledge, ever described as parallel worlds. The Triforce teleports Link to them, but that's about it; they're probably just other kingdoms in Hyrule's world. Also if The Sky counts you might as well count the Great Sea, since like the Sky it's just a place that's above Hyrule (and in the Great Sea's case, existed after Hyrule fell).
Good list otherwise though. I forgot about Hytopia too. xP
Minish world is a world within a world.
Koholint was a dream and in a way so was ocean kings world.
I believe he's referring to the world the Minish came from, not the small spaces they live in within Hyrule. To be fair the game and even Hyrule Historia as I recall are super sketchy about clarifying whether or not these are one and the same or different. But either way it's reasonable to include; the Minish might actually originally come from a parallel world.
Koholint was a dream but it was clearly a physical enough place to be a reasonable include. There is no confirmation that the World of the Ocean King is a dream though; it's simply a world attached to the Ocean King and that's it. Other than the obvious design similarities between the Ocean King and the Wind Fish, there's no reason to say it's the same.