A common title for the Valar, fourteen beings of great power that had existed before the World, and descended into it to guide and govern it at the time it was created. They had originally dwelt in Middle-earth, on the island of Almaren, but after Melkor wreaked destruction on that dwelling, they removed to Aman in the West.
In Aman, they founded a new land for themselves, Valinor, and created a city, Valmar. Outside the gates of Valmar was the Máhanaxar, the Ring of Doom where the Valar sat enthroned in council, and so they truly became the Lords of the West. There they grew the Two Trees of Valinor, and ruled their land in bliss for the ages until its Darkening.
When the Elves awoke in Middle-earth, the Valar attempted to guide them, and brought many of them to dwell in the West. Through the machinations of Melkor, many of those Elves rebelled and exiled themselves. After that time, the Valar chose to play little direct part in the life of Middle-earth, though through the persuasion of Eärendil at the end of the First Age, they sent an army into the north of Middle-earth that brought about Melkor's ultimate defeat.
After that, the Lords of the West had little to do with those outside their realm. When jealousy of their power and immortality drove the Númenóreans to attempt a hopeless invasion of Valinor, the West was taken out of the World altogether, and became inaccessible to mortal mariners. After this time the Lords were almost completely remote from Middle-earth, though its inhabitants would still call on their aid at times.
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