Dagor Dagorath

All the references we have to the Dagor Dagorath itself refer to events in Aman, and specifically in Valinor. However, since the Last Battle is related to the unmaking of Arda at the end of time, the consequences of the battle would presumably affect every part of the World.

Dagor is the Elvish word for 'battle' (as, for instance, in Dagorlad, 'Battle Plain'), and dagorath is simply a plural form (meaning 'a very large number of battles'). A more figurative, but perhaps more accurate, translation might be 'Battle to end all Battles'.