The Lamps of the Valar, Illuin and Ormal, were made to give light to Middle-earth. They were both made by Aulë and given light by Varda. The Valar then raised them on high pillars, higher than any mountain.

Illuin was placed in the north, and when Melkor overtook the mountain and destroyed the lamp, the Inland Sea of Helcar was formed there. Ormal was placed in to the South and was also destroyed by Melkor.
Encyclopedia entry originally written by Ringhilwen