When Apollo wanted to escape the chill of winter, he headed his swan-driven chariot to the land of Hyperborea. Hyperborea is a mythical place -- an island, sometimes -- in the distant north, sometimes specified as to the north of Thrace. Its residents are the Hyperboreans.
The name Hyperborea was thought to mean beyond Boreas, or beyond the North Wind, since Boreas was the name of the North Wind. Hyperborea was beyond winter, so it was eternally spring there, according to Theoi: Hyperborea.
The Hyperboreans periodically sent gifts to Apollo. Herodotus, according to the 1911 Encyclopedia, says Opis and Arge, and Hyperoche and Laodice, four young women, each pair escorted by 5 men, brought the offerings to Delos. But because the gift-bearers failed to return, the Hyperboreans changed their way of sending gifts: they wrapped them in wheat-straw, passed them to their neighbors, with instructions that the neighbors should relay them on until they reached Delos.
The Greek historian/ethnographer Hecataeus of Abdera (fl. end of the 4th C. B.C.) wrote about the utopian region, a place that he says had survived to his day. Hecataeus may have claimed to have visited it, according to Dillery (see references, below). The ancient ethnographer located Hyperborea on an island in the far north, "beyond the north wind" and "across the frozen sea," so some have deduced that Hyperborea must be in the Arctic.
The great poet and source of much ancient mythology, Pindar (Pythian 10) says the Hyperboreans don't get sick or old, don't have to work or fight. They live in houses close to their temple to Apollo. Pindar calls the Hyperboreans a sacred race.
The famous woman poet Sappho's contemporary fellow poet Alcaeus (fl. 7th C. B.C.) is thought to have written that Apollo lived with the Hyperboreans for a year, during which time he gave them laws.
If you've ever seen a picture of Apollo on a swan chariot, it is connected with this myth. The chariot was a gift from Zeus that Apollo used to fly to Hyperborea.
"Hecataeus of Abdera: Hyperboreans, Egypt, and the 'Interpretatio Graeca,'" by John Dillery; Historia: Zeitschrift für Alte Geschichte (3rd Qtr., 1998), pp. 255-275.
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The following quotation describing Hyperborea comes from Hecataeus of Abdera, cited by Diodorus Siculus:
"'The island is fertile and bears all sorts of crops, and is moreover outstanding for its temperate climate; it produces two crops every year . The people themselves are as it were a sort of priests of Apollo.' "
"Some Hellenistic Utopias," by W. Edward Brown; The Classical Weekly, (Jan. 31, 1955), pp. 57-62.
Does this land of Apollo show an Iranian connection?
"In Greek myth Apollo, the Sun god, was born in the north, in the Ripa mountains. In the vernal equinox white swans harnessed to a chariot carry him to Greece (Ivanov 1969: 54; 198). Ripa is the name of the Ural mountains, which are situated according to Indo-Iranian mythology in their homeland (Dovatur et al. 1982). In the Urals, on the vernal equinox, there is a mass swan migration (Chlenova 1983a). These facts support the existence of the areal Greek-Indo- Iranian contacts and the corresponding localization of the homeland in the steppes, to be more exact, in the Urals.
The Origin of the Indo-Iranians, by Elena E. Kuz'mina; Edited by J.P. Mailory; Leiden Indo-European Etymological Dictionary Series