|"Once again, we return."|
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, being left in a state of disrepair. It was used one last time in a gig by Dionysus, Woden and the Norns, and after a sequence of revelations, it was ultimately destroyed by Baal.
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. The only gods who did not live in it, as of the beginning of the series, were Tara and the Morrigan.
Later, Cassandra was invited back by Woden, ostensibly to interview Ananke, but really to be turned into a god. Before this, Baphomet were around, and Ananke told him the "truth" about the Prometheus Gambit and he had a bad experience with Minerva, and then with Cassandra.
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. Later, Minerva and Baal brought food to the Morrigan, and she told them about the nature of her relationship with Baphomet.
When Persephone returned to wage war against Ananke, Baal was left in charge of protecting the place, but was beaten by Baphomet who came to rescue the Morrigan. Minerva, who had helped Morrigan escape her cage, went with them and Persephone bore a hole in the wall, something Woden thought to be impossible. Later, after Minerva was captured, the three underworld gods, together with Dionysus, laid siege against Valhalla with an army of Dionysus' and most of the external building was razed down in the battle between the gods
Later, after Ananke was stopped and Minerva's sacrifice prevented, the gods left Valhalla for the Shard and the place was left abandoned and in disrepair, visited only by the Norns, as Urdr wanted to find out the purpose of Ananke's machine. Later, she, Woden and Dionysus, who were working together to study about the Great Darkness, decided to join forces in a gig in which Dionysus hivemind would provide the energy to power the machine and the Norns would be able to divine it's true purpose.
Unfortunately, the events did not turn up well and the night finished with three dead gods. Meeting Urdr inside Valhalla, Persephone and her found out Woden's hiding lair and his son, Mimir, which was the actual god.
After being trapped by Woden there, the Norns came out, having sensed their powers fade away, and freed the three. With Mimir being recaptured by Woden, the Norns left out to tell the world the truth, and Persephone went to find the secret room Minerva told Baal had behind his mural.
There, Persephone found out the remains of the children that were sacrificed to ward off the Great Darkness by Baal, and he told her his own history. Before he could kill her, however, Persephone revealed she was pregnant. Baal then ordered her out and she escaped as he set Valhalla ablaze. The entire building was burned, completely destroyed.
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.