Aman is the western land of Arda. It lies between the Great Sea Belegaer and the Outer Sea, which reaches to the edges of the Earth. Aman is not counted among the lands of Middle-earth, because only the Valar, the Maiar, and the Quendi were allowed to live there. It is known as the Blessed Realm, the Undying Lands, and the Deathless lands. This is because no natural death ever happens there, because it is so holy. However, many Elves have been slain and died within these lands, nonetheless.
Within Aman, the Valar established their realm of Valinor and the city of Valmar. The highest mountains in the world, the Pelóri define the eastern border of Valinor. East of these mountains is a narrow strip of land called Eldamar and the eastern shores of Aman. The Elven cities of Tirion, upon the hill of Túna, and Alqualondë, at the coasts of the Bay of Eldamar, are located here. The southernmost reaches of Aman are called Avathar. The northernmost lead to the straights of ice, called the Helcaraxë.
 Historical Summary
The Valar established Valinor to the west of the Pelóri. Upon the highest of the mountains was Taniquetil, the throne of Manwë, from where he looked across all of Arda. The Valar summoned the Quendi to Valinor, because they loved them like brothers and sisters. Those of the Quendi that made the journey to the West were called the Eldar, and thus, the land just east of the Pelóri, where the Noldor and the Teleri settled, is called Eldamar. The Vanyar ultimately settled in Valmar with the Valar. The Pelóri had the Calacyra, the Pass of Light, through which the light of the Two Trees shone into Eldamar, illuminating the realm. The light was eventually destroyed by Melkor, who also stole the Silmarils from Fëanor. Thus, Fëanor led the Noldor loyal to Fingolfin and himself out of Aman. This was the only time when any of the Eldar chose to leave Aman. The Vanyar were the first to come to the land never thought of leaving. The Teleri were torn between both worlds, as they settled on the edge of the realm, and many still remained in Middle-earth.
Men were not allowed to come to these lands, because immortality only could belong to the Quendi. In spite of this, many of the ambitious Númenoreans attempted to sail there, and in doing so, doomed almost everyone in their entire race, which led to the destruction of Númenor and the separation of Aman from the rest of the world.