The fictional land where the Valar dwell in J.R.R. Tolkien’s mythology is Valinor.
Valinor is a region of Aman, the western continent of Arda. It is home to the Valar, powerful beings who help shape and govern the world, as well as many Elves who travel there from Middle-earth. Its principal city is Valmar, and the two great trees, Telperion and Laurelin, once illuminated the land.
Valinor is not identical to the entire continent of Aman. Aman also includes other regions, and Tolkien’s geography changes after major events in the history of the world. The Blessed Realm is a related description, but it can refer more broadly to the blessed lands of Aman.
The name appears throughout The Silmarillion and related writings. In The Lord of the Rings, the possibility of travelling west toward the Undying Lands is especially associated with the Elves and with characters who have completed their lives in Middle-earth.