They were associated with a form of the Wild Hunt, presided over by either Arawn, king of Annwn in Pwyll Pendefig Dyfed (Pwyll, Prince of Dyfed), the First Branch of the Mabinogi and alluded to in Math fab Mathonwy (Math, the son of Mathonwy) the Fourth Branch of the Mabinogi, or by Gwyn ap Nudd as the underworld king and king of the fair(y) folk is named in later medieval lore.
Hunting grounds for the Cŵn Annwn are said to include the mountain of Cadair Idris, where it is believed "the howling of these huge dogs foretold death to anyone who heard them".
[4] When Pwyll, Prince of Dyfed, saw the Cŵn Annwn take down a stag, he set his own pack of dogs to scare them away.
[9] Culhwch rode to King Arthur's court with two "Otherworld" dogs accompanying him, possibly Cŵn Annwn.
Similar hounds occur in Devon – particularly on Dartmoor – and Cornwall but it is not clear whether they stem from Brythonic or Saxon origins.