Circles of the World
"Circles of the World" was a general term that seems to refer to the boundaries between the World and the Outer Void, though its usage is vague and does not seem to be completely consistent. In its earlier uses, it appears to be a completely inclusive term, describing the entirety of the World and its surrounding seas and airs, and explicitly including the Undying Lands of Aman. The region beyond the Circles is the place where Ilúvatar dwells (presumably with those of the Ainur who did not descend into Arda), and it is the fate of Men to pass out of the Circles of the World after death.
After the Downfall of Númenor, the term becomes more narrow in meaning. After the Bending of the World, and the taking away of Aman, the lands of the Uttermost West are said to be no longer within the Circles of the World, though they are clearly still part of the World in some sense. After this point, it seems that the Circles of the World are simply the boundaries of the Mortal Lands of Middle-earth.
The best-known statement including this phrase is probably Aragorn's statement to Arwen Undómiel at his death, saying that they were not bound forever to the Circles of the World, and would meet again. A similar phrase occurs in the story of Beren Erchamion and Lúthien Tinúviel, where in the Silmarillion it is said their paths "led together beyond the confines of the world".