Vanaheim or Vanaheimr is the home of the Vanir, one of the two god clans in Norse mythology apart from the Aesir. The name appears in Snorri Sturluson's saga of the Ynglings.
In that work, the gods appear in an evemerist way, as heroes of the past, and the name of their kingdom is related to the river Don. That is why it is debatable to count Vanaheim as one of the nine worlds of Norse cosmology.
Snorri introduces Vanaheim in this way:
Thus it is known that a great sea enters Nörvasund (Strait of Gibraltar) as far as the land of Jerusalem. From the same sea another huge sea like inlet extends northeastward, and is called the Black Sea, and divides the three parts of the earth; of which the easternmost part is called Asia, and the westernmost is called by some Europe, by others Enea. To the northward of the Black Sea extends Svíþjóð the Great, or the Cold. [...] On the southern side of the mountains extending beyond the inhabited lands runs a river through Svíþjóð, the correct name of which is Tanais (present-day river Don, Russia), but formerly it was called Tanakvísl, or Vanakvísl, and which flows into the Black Sea. The country of the people of the Vanakvísl was called Vanaland, or Vanaheimr; and the river separates the three parts of the world, where the easternmost part is called Asia, and the westernmost Europe.