Depends on your situation. In non-Euclidean geometry (such as on the surface of a sphere, which the Earth approximately is), it's not as simple as taking a straight line between two lines.

Also look at Manhattan/taxicab geometry. When you can only move along one axis at a time, you usually can't move in a straight line between two points.

Both of these situations have common applications in the real world. For example, in mapping and navigation.