The House of Mystery is Cain's dwelling in the Dreaming. It was introduced in House of Mystery #175 in which Cain was first seen as its caretaker.
In The Sandman: Preludes and Nocturnes second issue, the House of Mystery was re-introduced as Cain's home. The House of Mystery was next door to the House of Secrets, Abel's home. Cain and Abel are often in each other's houses, and it was they who discovered Morpheus upon his return to the dreaming after his captivity in the waking world.
In 2008, Matthew Sturges began a spin-off series entitled, House of Mystery, which opened with Cain noticing his House has gone missing. The series follows individuals who have become trapped inside the house, and the House's journey as Cain tries to take back what's his.