The House of Mystery exists as a location simultaneously in Kentucky and in The Dreaming. The origins of the House of Mystery are unknown. In fact, very little is known about the House of Mystery in general. The architecture is indeterminate and changes periodically. The same holds true for the inside of the house: the rooms constantly shift, and one never enters the same room twice. The House of Mystery lies in the same graveyard as the House of Secrets, its companion. Whereas Abel resides in the House of Secrets, Cain makes the House of Mystery his abode.
Cain is not the only person to have resided within the House; in addition to boarders, including Mister Mxyzptlk, Elvira also took shelter within the House. Her brief stay in the House of Mystery is notable for two reasons: first, the House of Mystery is established as being the same House throughout its publication history. Three distinct personalities of the House are shown: the original horror House of Mystery, a dark humor "House of Weirdness"-style which harkened back to Cain's adventures, and the current version of the House of Mystery in Kentucky. The second reason is the timing of Elvira's stay. She took up residence during the Crisis on Infinite Earths. Elvira, tasked by the House of Mystery to find Cain, took over his role of host for a brief period, while Cain was relegated to being the butt of jokes during occasional cameos.
The House of Mystery possesses sentience, along with mystic powers. It has possessed someone before, and merged with the House of Secrets briefly. This also ties into the constantly shifting appearance of the House of Mystery. It was torn down once, but its existence was restored during the Crisis.
The House is shown to currently belong to Constantine, who claims to have won the key to the house in a poker game against Doctor Occult and Father Time.