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.

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The "winged seraphs" are references to angels. In "Annabel Lee," the poem's speaker is expressing his love for a woman that is so strong even the angels are jealous. Because of their jealousy, the speaker believes it is it the angels that have caused Annabel Lee's death.  Despite her death, however, the speaker still believes that his soul and her soul are entwined and that their love transcends death. In fact, the speaker acknowledges that he dreams of her every night and that he sleeps near her grave. Many believe that Poe's wife, Virginia, was the inspiration for "Annabel Lee."