A depiction of an annunaki in the Pergamon Museum in Berlin.
The Mesopotamians believed in many gods, though there were eight key gods:
Enki, god of water, intelligence and creation;
Ki/Ninhursag, goddess of earth;
Enlil, god of air and breath;
An/Anu, god of the heavens, spirits and demons;
Inanna, goddess of sex, fertility, and warfare;
Nanna, god of the moon;
Ninurta, god of war, agriculture, and wind; and
Utu, god of the sun.
If you can't tell already, many of these gods and goddesses evolved into the better known Egyptian gods.
The annunaki ("children of An/Anu") was a congregation of 50+ smaller gods and goddesses that represented both good and evil. According to the Mesopotamian religions, they came to earth and created the human race to be slaves for them, but when the population became too large and the humans too many to control, they left and returned to their home planet. This has spawned a modern-day conspiracy theory which claims that humans were a failed genetic experiment performed by aliens.