"Bunnies frighten me."
Anya was born over a thousand years ago and was a young woman of witchly powers who amused herself by hexing unfaithful men. Her revenge for the dishonour of women brought her to the attention of the Demon D'Hoffryn who gave the the gift of eternal life as a demon and an amulet that would let her curse mankind (featured word: man)
For over a thousand years, the Demon Anya was the scourge of the adulterous male. As the Patron Saint of scorned woman, Anya got to travel the world devising many various, ugly deaths, mutilations and scabby boils on the personages of unfaithful husbands and lovers. Her job took her eventually to Sunnydale where she saw Cordelia as the perfect way to get revenge on men. The man in question - Xander Harris. Cordelia was still hurting from his betrayal and told Anya that she wished that Buffy had never come to Sunnydale. Anya, revealing her demon visage to Cordelia, grants her wish and sends Cordelia to a Sunnydale that never had a Slayer, where the Master rose and the majority of the student body (including Xander and Willow) are now vampires. However, before Cordelia meets a nasty end, she manages to convince Giles that she was from another universe and he has Anya's amulet, some research reveals that to break the wish the amulet has to be destroyed and he smashes it before Anya can claim it back.
Amulet-less, Anya is stuck in Sunnydale, without her magical powers, now nothing more than an ordinary mortal.