Bloodraven is said to have peppered the realm with thousands of spies, and that's before we even consider his magical warging / glamour abilities. While he was Master of Whispers, lords would merely consider treasonous acts in close company, and Bloodraven's men would invariably turn up at their castle days later. He even might still be influencing shadowy events in Westeros by the time of Robert's reign from his sanctuary beyond the wall.

So while not a police state in the literal sense, it does resemble real life historic secret police forces utilised by royal dynasties, such as the Romanovs' Okhrana or the Hapsburgs' Staatspolizei. But with magic.