To quote from the Akallabeth (from the Silmarilion):
"But the land of Aman and Eressea of the Eldar were taken away and removed beyond the reach of Men for ever."
And indeed, when Men tried to sail West afterwards, they noticed that Arda was round. So where exactly do the Elves and the ring-bearers sail to at the end of the Third Age? Do the Valar just pluck Western-bound ships out of the sea and bring them to wherever Aman exists? Because exist it certainly still does, to quote again from Akallabeth:
"... and the Land of Aman is taken away, and in the world of this present darkness they canot be found. Yet once they were, and therefore they still are, in true being and in the whole shape of the world as at first it was devised."