From A Wiki of Ice and Fire
The Goldroad or gold road is a major road in southern Westeros. Beginning at the Lion Gate of King's Landing in the Crownlands, it extends west along the Blackwater Rush and then through through a portion of the northern Reach. The castle of Deep Den guards the Goldroad as it passes through the hills of the Westerlands. The road ends at Lannisport and Casterly Rock, seat of House Lannister.