Mu is an ancient lost continent that was said to have sunk to the depths of the ocean 10,000 years prior to the modern day in God Mazinger. It is the main setting of God Mazinger, ruled by Queen Aila Mu. For some time it has been under attack by the Dragonia Kingdom and a legend of the God Mazinger had been passed down for generations. How Mu sank is never revealed in the anime, but the manga gives reveals that God Mazinger itself to be the very force that sinks part of the continent.
The manga gives a detailed background of the first people of Mu, thousands of years ago a spaceship came to Earth with the passengers looking for a new home planet after their old one was destroyed by an atomic war. However, they could not survive their new environment and chose a continent to live on to better adapt to their surroundings. The process was very long and lasted for thousands of years. Their conditions grew worse the longer they waited in space and found a continent detached from the rest of the world. Still they had to change their appearance and bodily functions and used the Hidden Elm to modify themselves on a genetic level to resemble the inhabitants native to the planet. They also gained neighbors from another alien civilization that was better suited to the environment, the inhabitants of Dora who lived on the edge of the continent. Eventually, the Mu people forgot their origins and gained a guardian deity in the form of the God Mazinger. Soon the inhabitants from Dora became the Empire of Dinosaurs planning to conquer Mu as they still retain their war-loving attitudes and gain the Hidden Elm for the royal family.
The current queen, Aila Mu summoned Yamato Hino to pilot the God Mazinger as told in the prophecy and manages to push back the empire. But when the Mazinger is destroyed and reassembled into a destroyer it starts several earthquakes. Its consciousness in the form of the Creator had destroy the world due to the presence of Ma. Yamato however, convinces the Creator not to go through with it by showing his love for Aila. With this only part of Mu is destroyed. And after many years parts of it collided with Asia forming the Japanese Archipelago.
In the real world, Mu was a concept proposed by Augustus Le Plongeon. It was described as the origin area of Egypt and Mesoamerica and the continent sank into the depths of the Atlantic Ocean. Today Mu is described as being physically impossible given the stories of a continent sinking overnight. It appeared in several fictional media along with other supposed lost continents.