Storia, the Land Next Door, is the setting used for No Thank You, Evil and its supplements. Storia typically is accessed "from the real world" by a number of magical portals, each leading to a known location. These portals typically exist "under your bed", or "in your closet", etc., and the portal location indicates the types of things you are likely to encounter in the Storia area they lead to. For example, if you enter Storia via a portal under your bed, you are likely to end up in an area that is full of scary things.
Traversing the portal presto-changes the player into their in-game character persona (and vice versa when traversing from Storia back to "the real world").
The setting is quite creative and focused on children's interests. If the players can imagine it, they can find it... somewhere in Storia.