A town in the clouds built by the cuckoos. It was built to cut off from the gods the incense offered by man, so as to compel them to come to terms. (Aristophanes: The Birds.)
“Without flying to Nephelo-coccygia we can meet with sharpers and bullies.” —Macaulay.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894