The Bridge is a location that connects most of The Neutral Zone.
It runs the span of the entire Neutral Zone using intersections and Interdimensional Doors to the Judge's chambers, the Door to Earth, the IHOP, the Good Place's Janet warehouse (above which lies cross dimensional intersections into Janet Voids), and the Accounting Department, among a presumable host of other locations. It is accessed from these realms using Doors which open directly into the Void surrounding the Bridge.
The Bridge runs, presumably, infinitely, as the Neutral Zone is encompassed in an infinite black void, allowing Immortal Beings to travel through the Neutral Zone as needed. The Door to Earth is located directly on the Bridge, and it is presumable that Jeff resides on the Bridge.
The Bridge appears to exist to allow Immortal Beings to convene in the IHOP (the most neutral of places in the Neutral Zone, in which everyone's powers are limited), travel to Earth, meet with the Judge, procure new Janets, and visit the Accounting Department.
The Bridge has only been seen at the very top level, but presumably extends infinitely downwards. Other sections of the Bridge appear to contain walkways as well, so the Bridge quite possibly serves as the infrastructure for the entire Afterlife.
Other Modes of Transportation Edit
Some parts of the Bridge are empty, such as the location near the Door to Earth, which is also near the Judge's Chambers. However, a vast span of the infinite Bridge runs askew to the pneumatic tubes that take human files to Good or Bad Place Neighborhoods. There also appear to be blimps in the background–these blimps possibly hold the human essences that travel to the Good and Bad Places, although this has never been confirmed.