The rainbow bridge provides quick and easy access to the nine realms.
The fabled Bifrost Bridge, which allows Asgardians to transport themselves to any of the other nine realms, was filmed in a very earth-bound location. The horses riding across the bridge were filmed on the beach at Torrey Pines, not too far from San Diego, according to Cinefex #126. Then with the use of special effects the imagery was combined into the fantastical shot in the film.
The flat expanses of beach and the uniform coloration made it easier for the effect artists to digitally edit out the sand the surf, and replace it with the multicolored rainbow bridge. Other portions of Asgard, in this film and subsequent Thor films, were also based in part on actual locations in our world, while giving them that magical twist necessary to exist in the Nine Realms.
MAP
(Thor, 2011)
MCU: Location Scout 