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When Men die they journey to the Halls of Mandos, which isn't in Aman.
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The Halls of Mandos are in Aman. Elves (and, according to their own beliefs, Dwarves) go there when they die. After a period of time (depending on their deeds), their spirits leave and they are, in effect, "re-born". Men go beyond the Circles of the World when they die. Their fate is not known.