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."

  • I've removed your edit since it answers your own question and would be better suited as a comment. – Valorum Sep 30 '16 at 15:58
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    Elven ships have hyperdrives. No, really. They follow the "straight path" which can be interpreted as not following curvature of the space-time continuum. They fold space and jump straight to Aman. – void_ptr Sep 30 '16 at 16:36
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    Elves are 3rd-stage Navigators. – Ber Nov 3 '16 at 22:54

The theory of Men is that there exists a special, magical route that only the Elves know how to follow:

[T]he loremasters of Men said that a Straight Road must still be, for those that were permitted to find it. And they taught that, while the new world fell away, the old road and the path of the memory of the West still went on, as it were a mighty bridge invisible that passed through the air of breath and of flight (which were bent now as the world was bent), and traversed Ilmen which flesh unaided cannot endure, until it came to Tol Eressëa, the Lonely Isle, and maybe even beyond, to Valinor

The Silmarillion IV Akallabêth

However, it's never made clear exactly how this works; whether it's truly a magical heading that only the Elves know, or whether it's a property of their ships, or whether the Valar themselves literally pluck permitted ships out of the sea.

Regardless of exactly how they do it, it's beyond question that the Elves are really going back to the Undying Lands; from Tolkien's Letters, for example:

Only the 'immortals', the lingering Elves, may still if they will, wearying of the circle of the world, take ship and find the 'straight way', and come to the ancient or True West, and be at peace.

The Letters of J.R.R. Tolkien 131: To Milton Waldman. 1951

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    And at the end of the Silmarillion, it's said of the last West-bound ship, that "it sailed [...] until the seas of the Bent World fell away beneath it, and the winds of the round sky troubled it no more, and borne upon the high airs above the mists of the world it passed into the Ancient West." – Bee Dice Sep 30 '16 at 17:06

In the history of Arda, the Teleri were the Third Kindred of the Eldar. The Teleri built the first ships in Arda- in the First Age of Stars. After the Change of the World, the swan-ships of the Teleri were the only ships that could reach Aman.

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    Apparently not. "Then Legolas built a grey ship in Ithilien, and sailed down Anduin and so over Sea; and with him, it is said, went Gimli the Dwarf." (the last entry in Appendix B of *The Lord of the Rings"). – Blackwood Oct 22 '17 at 0:18

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