Most of The Lord of the Rings takes place in the landmass called Middle-earth.
Middle-earth is the central inhabited region of Tolkien’s mythology during the events of The Hobbit and The Lord of the Rings. Important places there include the Shire, Rivendell, Rohan, Gondor, Mordor, and the Misty Mountains.
The name translates Tolkien’s use of an older Germanic and English concept for the human-inhabited world. It does not mean that the stories occur on a separate planet from Earth; Tolkien presented Middle-earth as a mythic version of the ancient world.
Aman is the western continent that includes Valinor, while Númenor was an island kingdom that later sank. These places belong to Tolkien’s wider world, but they are not the principal landmass in which the main Lord of the Rings journey unfolds.