Hyperborea will be known to you if you're a Conan the Barbarian fan. What is less well known is that this fantasy land might have existed for real.
Hyperborea in Greek means "beyond Boreas". Boreas was the name of the cold north wind that blew across central Europe. So Hyperborea is a land far to the north, beyond the cold. (Which is how it ended up being stolen for Conan).
At first glance Hyperborea has about as much reality as Atlantis. There isn't a shred of archaeological evidence for any such place.
The difficulty is that, unlike Atlantis, a lot of very credible men talk about Hyperborea as if it exists. Herodotus says that Hesiod wrote about the Hyperboreans. Unfortunately that piece of Hesiod has been lost, but Hesiod was Europe's first non-fiction author. If Hesiod wrote about them, then he thought they existed, rightly or wrongly.
There's also an archaic poem that talks about Hyperboreans, that probably wasn't written by Homer but which is the same sort of time period.
Herodotus himself provides the best evidence, with a short tale that is quite bizarre. Apparently the Hyperboreans decided to send gifts to the sacred isle of Delos, the birthplace of Apollo and Artemis and possibly the most holy sanctuary in all of Greece.
Their gifts were carried by two young women, who were sent on the long journey with five male warriors to protect them. The young women died while on Delos. It's not clear what killed them, but disease rather than violence is kind of assumed since the women were greatly honoured. Herodotus states point blank that their tomb is on the left as you enter the temple of Artemis at Delos, and that teenage boys and girls sacrifice to them.
Now this is a very precise detail! There might not be two Hyperborean women in that tomb, but the Greeks think there are. If you ever visit Delos, by the way, you'll be able to go to exactly where the tomb was, because the ruins of the Artemis temple are well known. Just walk to the entrance and look left. Sadly there's nothing there now, but you'll also be standing on a spot where Herodotus himself certainly stood.
Herodotus states that when the Hyperboreans realized that their emissaries might not return, they decided to continue to send gifts every year, but to pass them on from one people to the next. To protect their gifts the Hyperboreans wrapped their gifts in sheathes of wheat. Then they gave the gifts to their neighbours, with a request to hand them on to the next people to the south.
The Hyperborean Gift thus turned into an international game of pass-the-parcel. The gift was handed along until it reached Delos. Multiple authors speculated about the paths the gift took, in an attempt to work out where exactly was this Hyperborea. The ancient people themselves were none too sure.
But what is undeniable is that the gifts were arriving from somewhere! Herodotus states, very clearly, that the Hyperborean Gift was still turning up on Delos right up to his present day.
This is a detail impossible to ignore. Herodotus first "published" his work at the Olympics of 440BC. There were obviously people from Delos present. If the gift was not turning up as described, they surely would have put up their hands and pointed out that he was wrong. It doesn't absolutely prove that Hyperborea existed. But if not, then someone was playing a strange game (which might be the case).
I think the general consensus among sane people is that the whole thing is a myth. Personally I have trouble getting past the apparent fact that the gift was arriving in classical times. Yet Herodotus himself seems doubtful. I speculate that a quite different and probably well-known tribe was sending the gift and being mislabeled Hyperborean. But either way, there's a puzzle there for someone to solve!