The Kingsroad in The North near Winterfell.
The Kingsroad is the longest and grandest highway in the Seven Kingdoms, running from Castle Black at the Wall all the way south to the capital city of King's Landing, passing Winterfell along the way. The Crossroads Inn is a popular stop for travelers on the road.
In the books
In the Song of Ice and Fire novels the Kingsroad extends for almost two thousand miles from the capital to the Wall. Its quality varies from place to place, but it greatly speeds travel in the northern half of the continent. The road was built during the reign of King Jaehaerys I Targaryen, using existing roads and pathways where possible.