A newspaper comic strip, distributed by the Chicago Tribune Syndicate and created by Harold Gray all the way back in 1925. Gray, who was, at the time, Sidney Smith's assistant on a strip called "The Gumps", was originally going to call his strip "Little Orphan Otto", but his editor, Captain Joseph Medill Patterson, suggested turning the main character into a little girl and changing the name of the strip to sound similar to the old James Whitcomb Riley poem, "Little Orphant Annie". Smart move.
Annie was a little red-headed orphan in a red dress. She (and just about everyone else in the strip) had weird blank eyes. She had a dog named Sandy ("Arf Arf!"), and her favorite saying was "Leaping Lizards!" Though she started out in an orphanage, she was soon adopted by "Daddy" Warbucks, along with his mysterious assistants, Punjab and the Asp. Though she often lived in the palatial Warbucks estate, she sometimes got separated from her new family and had to go off on her own. But whether living rich or poor, she still had multiple adventures, taking on bad guys of all stripes with a combination of pluck, optimism, and smarts.
Gray's art style was--let's be charitable and call it "primitive." The art wasn't particularly pretty when the strip debuted, and it didn't really improve much as time went on. His characterizations were also a bit hamfisted, and it's generally acknowledged by both fans and critics of the strip that he plugged a heavy dose of his own very conservative political opinions into the stories. What Gray did absolutely perfectly was tell stories, and it was enough to get people coming back over and over and over in hundreds of newspapers nationwide to follow Annie's exploits.
Annie had a radio show in 1930 and has been in three movies--one from RKO in 1932, one from Paramount in 1938, and one from 1982, based on the popular Broadway musical of the late-'70s. She has also been parodied--Walt Kelly's "Pogo" had Li'l Arf and Nonnie, while Playboy presented a creation by Harvey Kurtzman and Will Elder called "Little Annie Fanny."
After Gray's death in 1968, several cartoonists tried to take over the strip, but none were particularly successful. In 1974, the Chicago Tribune syndicate just started re-running Gray's old strips instead of producing new ones. After the success of the musical, the strip was revived again, with Leonard Starr in charge. He made Annie a little older than she'd been when Gray had drawn her and didn't try to make his strip a pastiche of Gray's, as earlier cartoonists had done. After Starr retired in 2000, Jay Maeder and Andrew Pepoy took over and gave Annie a complete makeover to make her look more realistic and modern.
However, the changes didn't improve the strip's popularity, and it was finally cancelled in June 2010, when fewer than 20 newspapers were still running it. Somewhat distressingly, the final strip came at the end of a storyarc in which Annie had been kidnapped by a war criminal -- and Daddy Warbucks was completely unable to track down their location! The storyline remained unresolved until 2014 -- in the "Dick Tracy" comic strip! Tracy was enlisted by Warbucks to find Annie, and after receiving a letter from Annie, Tracy and Warbucks track her down and rescued her in Guatemala.
Research from http://www.toonopedia.com/annie.htm