Bangkok is located in Thailand and so you would need to apply for citizenship in Thailand. First, you must establish a permanent resident in Thailand to be considered. This usually takes a few things including buying or renting a home and having a job there. That may be difficult when you aren’t a citizen there.
Second, you must fill out the appropriate paperwork. Third, you must pay the application fee. This may sound easy as 1, 2, 3, but it is actually quite difficult. It is suggested that you consult a lawyer who specializes in citizenship. They will be able to help you become a citizen through the naturalization process. You can also marry a Thai citizen and become one that way.