Give a stream of consciousness and then the final answer. In the ancient kingdom of Mahismati, Sivagami (Ramya Krishnan) emerges from a cave while carrying a baby. She kills two soldiers pursuing her and attempts to wade towards a village across a raging river, but fails and falls in. She clutches a branch, before pleading to the Supreme Lord Parameshvar that "Mahendra Baahubali must live!" and holds the baby in one hand above her head before dying.

Answer this question: in which kingdom is the story of the'bahubali' series of film mainly set?
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To answer the above question, the relevant sentence is: In the ancient kingdom of Mahismati, Sivagami (Ramya Krishnan) emerges from a cave while carrying a baby.
So, the final answer is Mahismati.
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