The Demon Realm
Despite what popular belief would have you believe, this realm actually looks a lot earth in terms of climate and general looks, though there are some few differences. It's a lot larger then earth and there is even some small 'pocket' realms inside of it. In addition, there is no sun but a red moon and it always seems 'dark'(the ocean and such is red as well). Many demons that are somewhat 'unfit' to live in civilized realms find their home in various places here, even though sentient demons created by Anya at least aren't inherently evil. The Abyss, however and such places are a different story.
The place is run by the Demon Council, in terms of politics and the Demon King Miki who is actually female as its more of an title. However, these days the power of the council has been intentionally lessened as far as outside power after a certain incident.