The Straight Road is the way to Valinor, left open only to the Elves after the world was changed after the Downfall of Númenor when mortals dared to try to step foot on the Undying Lands.

It was made so that Elves and Elves alone would be able to still reach Valinor, though under special circumstances, exceptions were made (Frodo, Bilbo, and Gimli to name a few).

According to the Akallabêth in the Silmarillion, upon sailing into the west, Elven ships would leave the Bent World and would enter the air "as it were on a mighty bridge invisible", and so in time come to Tol Eressëa and the Undying Lands.

It would also appear that it was possible to return along the Straight Road as well, as in the cases of the Wizards and possibly Glorfindel of Rivendell who appeard to have returned from the Halls of Mandos to Middle-earth.