The Valhalla Base was located in the Cheyenne Mountain and was occupied by the North American Aerospace Defense Command (NORAD), they were tasked with protecting the United States from any air or space-borne attacks.
The complex was once occupied by the Count Nefaria and his Ani-Men. They were defeated by the X-Men. Later, the X-Men were forced return to complex, following the kidnapping of former X-Men member Sean Cassidy, who was being held at the underground base. He was taken by the Hellions.