The Annwn is the "Otherworld" in Welsh mythology. Ruled by Arawn, or much later by Gwyn ap Nudd, it was essentially a world of delights and eternal youth where disease is absent and food is ever-abundant. It later became Christianised and identified with the land of souls that had departed this world.

In the First Branch of the Mabinogi, entitled Pwyll, Prince of Dyfed, the eponymous prince offends Arawn, ruler of Annwn, by baiting his hunting hounds on a stag that Arawn's dogs had brought down. In recompense he exchanges places with Arawn for a year and defeats Arawn's enemy Hafgan. Meanwhile, Arawn rules Dyfed. During this year, Pwyll does not sleep with Arawn's wife, earning himself gratitude from Arawn. On his return, Pwyll becomes known by the title Penn Annwn, "Head (or Ruler) of Annwn."

In Culhwch and Olwen, an early Welsh Arthurian tale, it is said God gave Gwyn ap Nudd control over the demons lest "this world be destroyed." He led the Wild Hunt. A Christian story tells of the Welsh Saint Collen entering Gwyn's palace to banish him with holy water.

The early medieval Welsh poem Preiddeu Annwfn (“The Spoils of Annwn”), found in the Book of Taliesin, describes how King Arthur leads an expedition to Annwn to seek a cauldron. According to the poem: “ Three shiploads we went; save seven none returned.”