I don't know how much Game of Thrones you've seen or read, but this is basically exactly how things work on the OTHER continent. It sets up some pretty interesting situations later in the series.

Also, if possible I like to use current events to inspire the politics of my games. There's a fascinating situation evolving in Mali right now that was touched off by Qadaffi's mercenaries heading home with the money and weapons that they got in their (failed) task and starting a pretty good separatist movement.

This is pretty similar to how Switzerland get started, actually.

So one possible hook for a company would be a "would-be liberation army in training" another hook might be an army that's owned by a certain nation, and then "hired out" for money to other nations, like the Hessians in the revolutionary war.

Some other semi-independent companies throughout the ages: Abraham Lincoln brigade in the spanish civil war, the knights templar, french foreign legion, the german Landsknecht, Blackwater USA, Hezbollah, the Janissaries. They're all in Wikipedia.

I think the overall lesson is that there are very few truly independent soldier-of-fortune mercenaries. Many of them started in a specific time and place for a specific reason, and then time and circumstances made them drift from their original context, but brotherhood and common identity kept them together.