In general, getting the title thane bestowed upon you follows a set strategy:
- Do an introductory quest-line that winds up getting you noticed by the Jarl of the hold.
- Complete a number of miscellaneous objectives within the hold (5 if a house is available, 3 otherwise)
- Purchase a house in the hold's capital (if available)
The Eastmarch (Windhelm)
- Capture Whiterun and Falkreath (if siding with the Stormcloaks) or capture Windhelm and complete "Kill the Bandit Leader" (if siding with the Imperials) to get into the Jarl's good graces
- Complete 5 miscellaneous objectives within the hold
- Purchase Hjerim, the house in Windhelm
Falkreath
- Complete "Rare Gifts" (if given) and "Kill the Bandit Leader" to get into the Jarl's good graces
- Complete 3 miscellaneous objectives within the hold
Haafingar (Solitude)
- Complete "The Wolf Queen Awakened" (possibly optional) and "Elisif's Tribute", which gets you into the Jarl's good graces
- Complete 5 miscellaneous objectives within the hold
- Purchase Proudspire Manor, the house in Solitude
Hjaalmarch (Morthal)
- Complete "Laid to Rest" to get into the Jarl's good graces
- Complete 5 miscellaneous objectives within the hold
The Pale (Dawnstar)
- Complete "Waking Nightmare" to get into the Jarl's good graces
- Complete 3 miscellaneous objectives within the hold
The Reach (Markarth)
- Complete "Dungeon Delving" (different from the Winterhold quest of the same name) to get into the Jarl's good graces
- Complete 5 miscellanous objectives within the hold
- Purchase Vlindrel Hall, the house in Markarth
The Rift (Riften)
My complete walkthrough for this is contained in another answer about how to get the house in Riften, but since that's the final requirement for obtaining the title, it's exactly the same. In short:
- Handle Riften's drug problem by completing the quest chain that starts with Wujeeta
- Complete 5 miscellaneous objectives in the Riften (can overlap with step 1)
- Purchase Honeyside, the house in Riften
Whiterun
You've already mentioned how to become thane here, but for the sake of completeness:
- Travel to Whiterun as part of the main questline
- Complete the main questline up to and including "Dragon Rising"
Winterhold
- Complete "Dungeon Delving" (different from the Reach quest of the same name) to get into the Jarl's good graces
- Complete 3 miscellaneous objectives within the hold
These symbols are called Shadowmarks.
Glossary of Shadowmarks (All of the below comes from the in-game book, "Shadowmarks")
"The Guild"
This is the symbol for the Guild. This means the place is as safe as the Flagon's cistern. If you see this shadowmark, someone from the Guild is nearby for certain.
"Safe"
We usually leave this shadowmark when we've scouted and found a safe way around something, a hallway without traps or maybe a house that's already cleared out. If you see one of these, head the way it's pointing and you'll be fine.
"Danger"
If you see this shadowmark, head the other way or take your life in your own hands. It means there's something ahead or beyond that door that wants to turn you inside-out.
"Escape Route"
Now, on the rare occasion (it better be a rare occasion if you want to work in the Guild) that you find yourself in jail, look for this little beauty. You see this shadowmark and escape is just a few steps away.
"Protected"
We put these shadowmarks on places we don't want you to go. As in stay out of there or there's going to be a boot up the backside. These people are under the Guild's protection and should never be robbed or assaulted.
"Fence"
This should quickly become your favorite shadowmark. The person near this mark will buy your... hard-earned stolen goods for a fair price.
"Thieves' Cache"
Who says we only take and never give back? If you find this shadowmark near a chest or maybe a hollowed log, you're in for a surprise... a gift from the Guild for the thief in the field. Whoever said membership didn't have its privileges?
"Loot"
There's something near this shadowmark worth stealing. Saves you from breaking into a place only to find the people don't even have two septim to rub together.
"Empty"
The opposite of the Loot Shadowmark. Pass on this place, there's nothing inside.
Best Answer
You forgot one city and it's Raven Rock from the second DLC.
Whiterun
Riften
Raven Rock
Markarth
Solitude
Windhelm