These small towns are founded by people that have a problem with the Kingdoms. Or don't want to deal with the Kingdom's problems. Or maybe just enjoy the simpler life and would rather take their chances in the wild than in a Kingdom.
It goes about as well as you'd think. If the founders are smart, then there's a good chance these towns can survive for the same reasons the Kingdoms continue to: natural barriers, strong defenses and stubborn citizens.
If you don't have at least a few of those, then the chances of a town lasting more than a year isn't great.
Unfortunately, it's not just the Grimm runnin' around ruining towns. Wandering bandits are another threat.
That's not all. These raiders will often wait for a town to be at its weakest—maybe after a Grimm attack or while its fighters are out hunting before finally moving in at night and striking. Bunch of jerks.
This is also why bandits never stay in the towns they conquer. With attitudes like the ones they have, Grimm tend to be pretty interested in them as well. As long as they keep moving, they've got a better chance of survival.