"Arrows fans will agree that their team's most glorious hour was their 1932 defeat of the team who were then the European champions, the Vratsa Vultures, in a match that lasted sixteen days in conditions of dense fog and rain."
-- Quidditch Through the Ages (QA7)
They are fierce rivals of the Wimbourne Wasps, who got their name during a match against the Arrows in the mid-seventeenth century, when a Beater flying past a tree on the edge of the pitch noticed a wasps' nest among the branches and batted it towards the Arrows' Seeker, who was so badly stung that he had to retire from the game (QA7).
Until 1894, when the Department of Magical Games and Sports banned it, supporters of the Appleby Arrows used to celebrate every goal by shooting arrows into the air. The ban came about because one of the arrows pierced through the nose of a referee named Nugent Potts (QA7, Pm).
There are several places called "Appleby" in Britain: Appleby-in-Westmorland in Cumbria; Appleby Magna and Appleby Parva in Leicestershire; and Appleby in Lincolnshire. None of them have a Quidditch team (or any other sports team) listed in their Wikipedia entries: Appleby (North Lincolnshire), Appleby-in-Westmorland, Appleby Magna, Appleby Parva.
From the Web
Pottermore feature: British and Irish Quidditch teams to support