|"My story must continue. My story must end."|
Valhalla is a place in London which serves as the Pantheon's retreat and, presumably, the base for Woden and his Valkyries. Following a battle between Ananke's faction and the underworld gods, it is no longer in use, and is currently in a state of disrepair.
Valhalla was built by Woden at Ananke's request. It became the headquarters for the gods, and at least some of them (such as Minerva and her parents) moved in there permanently. Laura Wilson and Cassandra Igarashi visited Valhalla following Lucifer's arrest, and Laura was granted entry to the throne room to plead Lucifer's case. Cassandra was later invited back, ostensibly to interview Ananke, but really to be turned into a god.
The Morrigan was imprisoned in a cage at Valhalla due to her role in letting Baphomet escape when he was wanted for Inanna's death. Around this time, Tara joined the other gods for dinner in the meeting room, committing suicide soon after.
Parts of the interior include a large mural of Baal and a throne room with seats for the twelve Pantheon members and Ananke. The throne room is decorated in a style similar to Woden's usual fashion of dress, with glowing neon stripes decorating the walls. Ananke also has another throne overlooking the gardens. Having been built by Woden, the building has a phallic appearance.