Exceptionally popular north of the border. The character of Oor Wullie first appeared in the Fun Section of The Sunday Post on March 8th 1936. Pivotal to the success was artist Dudley Watkins. Publication alternated with The Broons. Note that owing to paper shortages there were no annuals published for 1945 or 1947. So the first four in the series are dated 1941, 1943, 1949 and 1951 as seen in the illustrations. The early issues are very hard to find, especially the first one of which only a handful of copies are known. 7 copies is the latest figure I know of. Undoubtedly there is an 8th out there somewhere! In September 2005 a copy of #1 fetched £4,015 at auction. A copy of #2 has sold for £1,450.
A recent eBay UK sale for the 1940 book was £1,420 for a restored copy with a replacement red cloth spine. In their Spring 2008, the ever-excellent Comic Book Postal Auctions achieved £4,405 for a FN copy of the first annual, the highest grade copy known to date. With Buyer's Premium, that came to £4,845. Well done Malcolm!
Note: Some web-sites and catalogues differ in the way they date The Broons and Oor Wullie annuals. For consistency s sake I would adopt the accepted formula that still exists today with DC Thomson annuals. The 2013 Dandy or Beano Annuals would have been published around September 2012. Thus the first Oor Wullie annual may have appeared on October 8th 1940 but I would class that as the intended 1941 annual (as would a venerable auction house like Comic Book Postal Auctions if I am not mistaken).
Note: some PR issues may have no value. Selected issues in FN, VF or VF/NM may not exist in some titles.