Tol Eressëa (from the stories of Arda written by J. R. R. Tolkien), "The Lonely Isle", was an island which Ulmo (Vala of the sea) took from the middle of the ocean and moved so that Elves could travel from Middle-Earth to Aman.
First he brought it to the Bay of Balar, where the Vanyar and Noldor embarked, then he brought it to Aman, the Blessed Realm. As he began moving it West, however, part of the island broke off and remained in the Bay of Balar, it became the Isle of Balar. (None of the Elves were left behind on the Isle of Balar.)
Finwë, king of the Noldor, pleaded with Ulmo to fetch the Teleri left behind in Middle-Earth. Eventually, Ulmo did send Tol Eressëa back again; most Teleri got on, led by Olwë, but some stayed behind. Some of those who stayed did so by request of Ossë, Ulmo's underling, these were called the Falathrim, led by Círdan the Shipwright; others stayed to search for their lost leader Elwë, who was at the time entranced by Meilan the Maia in Nan Elmoth, these were called Eglath.
Tol Eressëa got as far as the Bay of Eldamar (Elvenhome, that part of Arda where the Vanyar and Noldor had settled), within sight of land, but was anchored there. For a long time, the Teleri stayed on the island, but eventually the desire to see Valinor overcame their love of the sea; Ulmo sent Ossë to teach them shipbuilding, and when they were ready, Ossë sent strong white swans to lead the ships.
All Elves who travelled on Tol Eressëa became Calaquendi, and all Calaquendi (except Elwë) travelled on Tol Eressëa. It is not made clear exactly how Ingwë, Finwë, and Elwë first got to Aman (except that they went with the Vala Oromë).
Andor, also called Númenorë and later Atalantë (Atlantis), was within sight of the Lonely Isle (but not within sight of Aman). It was indeed the sight of Eressëa, and contact with the immortals there, that stoked the jealousy of the Númenorians. Eventually, they tried to defy the Ban the Valar had put on them, not to travel to Aman, and it was this defiance which brought Ilúvatar to the point of breaking the world - before which, the world was flat, and after which, it was round, and Númenor sank. Two treasures of note survived the Fall of Númenor; both of them came originally from Aman, and were transported to Númenor via Tol Eressëa, and were saved from destruction by Elendil: seven Palantíri and the White Tree. The White Tree ultimately descended from Galathilion, which Yavanna made for the enjoyment of the Eldar who so loved Telperion, one of the Two Trees of Valinor. The White Tree, then, was the only living thing in Endor (besides the memories of the Elves) that resulted from the Light of Valinor. It was planted at Minas Ithil, but was presumably destroyed when it became Minas Morgul, when it was captured by the Ringwraiths.