Held together by the branches and leaves of the world tree Yggdrasil.
Asgard - Realm of the Aesir, joined to Midgard by the Rainbow Bridge, Bifrost. A celestial city of high towers surrounded by a great wall. Home to Odin's famous hall of Valhalla, where his throne is located.
Alfheim - Realm of the Elves. The Elves are magical beings, bright and beautiful, who inspired the arts, music and creativity in general.
Hel (Helheim) - Realm of those who died of illness or old age and then most people.
Jotunheim - Realm of the Giants and Frost Giants. Also known as Utgard was considered beyond the realm of order, a primordial place of chaos, magic and untamed wilderness.
Midgard - Realm of the humans between Asgard and Jotunheim. First populated by Ask and Embla, from whom all other people are descended. The first man is created from the Ash tree, and the first woman from the Elm tree.
Muspelheim - Realm of the fire-giant Surtr, and Surtr's forces of Chaos. Surtr will emerge at Ragnarok, the twilight of the gods, to destroy Asgard and everything else.
Nidavellir/Svartelfheim - Realm of the Dwarves beneath the earth. Was below Midgard, deep in the earth, and home of the Dwarves who toiled there at their forges. Dwarves are associated with craftmenship and magic, and created Thor's hammer, Mjolnir and Odin's spear, as well as the God Frey's magic ship.
Niflheim - Realm of ice, snow and mist near Muspelheim. The oldest of the nine realms from where all life began. Has nothing to do with the realm of the dead. It is a cold and misty realm where no one lives.
Vanaheim - Realm of the Vanir, the other family of Norse gods, who were associated with fertility and magic. Assumed to be fertile and pleasant realm of magic and light. Vanir are gods who were called upon for good harvest, sun, rain and good winds.
All of these realms coexisted, operating together, and would do so until the day of Ragnarok. All nine realms existed in and around the roots of the world tree, Yggdrasil.
Odin
Frigg
Balder
Loki
Thor
Freya
Freyr
Heimdall
Hel
Vidar
Vale