An asteroid in space.
Demons Run is the primary setting for most of the episode A Good Man Goes to War. It is the location of the research center in which River Song was born. Amy Pond was kept in the center for the majority of her pregnancy, and her consciousness was placed in a ganger which remained with The Doctor and Rory.
A short poem about Demons Run caused some characters to speculate what the battle would mean:
"Demons run when a good man goes to war Night will fall and drown the sun When a good man goes to war
Friendship dies and true love lies Night will fall and the dark will rise When a good man goes to war
Demons run, but count the cost The battle's won but the child is lost"