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. It was this house that Dream was able to reach upon his return to the Dreaming after his incarceration in the waking world. He was found and dropped on the doorstep by Cain's gargoyle, Gregory. Cain promised him to "have you back on your feet again."
It was from The House of Mystery that Dream made his way to the heart of the Dreaming to find it devastated.[1]
In 2008, Lilah 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.