"Natural Selection Annex" is location in Borderlands 2. It was only available, for free, with your pre-order of Borderlands 2 from select retailers. It now available individually as the Creature Slaughter Dome DLC for $4.99
For completing the Creature Slaughter Dome you will receive the Creamer
Even when the Slaughter Missions are not active, you can head into the area. Skags and Spiderants will spawn continuously while the Player is present.