In order to create an illusion of depth in photography, you need perspective. One way to create perspective is by using a vanishing point, or two. The vanishing point is situated, say, infinite miles away and the lines in your picture are moving towards that point, making it look like your bridge, road, fence, tunnel is infinitely long. Just enjoy these amazing photos below.
vanishing point by paul (dex)
Headed DOWN at St. John's Wood, London by Ian Muttoo
passagen #2 by Jes
Athènes - Plaka - 19-03-2007 - 7h37 by Panoramas
The road to Offen 2 by Jason
Summer field by b k
El muelle by David Oliva
Where are the stairs? by Yogendra Joshi
Source: http://www.photographyblogger.net/25-pictures-with-an-amazing-vanishing-point-perspective/