The "winged seraphs" are angels in heaven who are jealous of the love that the author shares with Annabel Lee:
But we loved with a love that was more than love—
I and my Annabel Lee—
With a love that the wingéd seraphs of Heaven
Coveted her and me.
The author blames them for his love's death. Because they were jealous, they sent a wind down from heaven, from which she caught a chill and died.
The angels, not half so happy in Heaven,
Went envying her and me:
Yes! that was the reason (as all men know,
In this kingdom by the sea)
That the wind came out of the cloud, chilling
And killing my Annabel Lee.
The poet goes on to describe his love as surpassing mortal life. Even though his love was taken from him, their love transcends earthly love. His love endures and he is reminded of her every day by the moon, the sun, the stars. The theme relates to death and how the living are left to struggle with sadness after they lose a loved one. They have no control over death, but death cannot destroy love. Love is eternal.
Read about it here on eNotes.