The walls that surrounded Arda and marked its boundaries before it was 'bent' at the time of the Downfall of Númenor.
Notes
1
The Door of Night (through which the Sun and Moon passed as they set) is established as having been in the Walls of the World. The Gates of Morning in the east performed the opposite function: it was through them that the Sun and Moon would rise in the distant east. It seems to follow that the Gates of Morning would also have been in the Walls of the World, though that is never categorically stated.