Niffleheim, it is the realm of the dead and the original homeworld of the Frost Giants.It's ruled by Hela, Loki's daughter.
It is the realm of the dishonored dead. Most of its inhabitants are spirits of humans and other creatures from the Nine Realms.
When Loki conquered all of the realms except Midgard, Niffleheim was among them. Captain America was pulled into Niffleheim where he was tormented by the souls of the Howling Commandos back in World War II except for Bucky and Logan who never died. They wanted to convince him to give up and enjoy the reward Captain America deserved, but the latter realised that the real ones wouldn't give up a fight and then he dispersed the souls off. Then he confronted Hela and demanded her to teleport him to Asgard to fight Loki. She granted his request in a condition that if he dies in battle then his soul will belong to her forever. He accepted it and was transported to Asgard.
After Loki's defeat by the Avengers, all of the realms were free including Niffleheim.