Unknown (also known as Unknown Worlds) was an American pulp fantasy fiction magazine, published from 1939 to 1943 by Street & Smith, and edited by John W. Campbell. Unknown was a companion to Street & Smith's science fiction pulp, Astounding Science Fiction, which was also edited by Campbell at the time; many authors and illustrators contributed to both magazines. The leading fantasy magazine in the 1930s was Weird Tales, which focused on shock and horror. Campbell wanted to publish a fantasy magazine with more finesse and humor than Weird Tales, and put his plans into action when Eric Frank Russell sent him the manuscript of his novel Sinister Barrier, about aliens who own the human race. Unknown's first issue appeared in March 1939; in addition to Sinister Barrier, it included H. L. Gold's "Trouble With Water", a humorous fantasy about a New Yorker who meets a water gnome. Gold's story was the first of many in Unknown to combine commonplace reality with the fantastic.

Campbell required his authors to avoid simplistic horror fiction and insisted that the fantasy elements in a story be developed logically: for example, Jack Williamson's Darker Than You Think describes a world in which there is a scientific explanation for the existence of werewolves. Similarly, L. Sprague de Camp and Fletcher Pratt's Harold Shea series, about a modern American who finds himself in the worlds of various mythologies, depicts a system of magic based on mathematical logic. Other notable works included several novels by L. Ron Hubbard and short stories such as Manly Wade Wellman's "When It Was Moonlight" and Fritz Leiber's "Two Sought Adventure", the first in his Fafhrd and the Gray Mouser series.

Unknown was forced to a bimonthly schedule in 1941 by poor sales and canceled in 1943 when wartime paper shortages became so acute that Campbell had to choose between turning Astounding into a bimonthly or ending Unknown. The magazine is generally regarded as the finest fantasy fiction magazine ever published, despite the fact that it was not commercially successful, and in the opinion of science fiction historian Mike Ashley it was responsible for the creation of the modern fantasy publishing genre.