More often than not, in fiction, journeys will be headed west
"For West is where we all plan to go some day. It is where you go when the land gives out and the old-field pines encroach. It is where you go when you get the letter saying: Flee, all is discovered. It is where you go when you look down at the blade in your hand and the blood on it. It is where you go when you are told that you are a bubble on the tide of empire...Or it is just where you go."So you're reading a story/watching a movie etc and someone, usually The Protagonist, has to embark on a journey somewhere. Maybe The Hero has to go rescue the oppressed, maybe it's a family migrating to a place where they hope to live better lives. Whatever the case, it's very likely that they'll be headed west. Several circumstances conspire together to make west the direction to go:
—All the King's Men, Robert Penn Warren
First, going west means our hero(es) will be coming from the east, which means the sun will rise behind them. It is widely accepted that the sun is a metaphor for light and all that is good and righteous. Similarly, dawn is a metaphor for new beginnings and hopes. So going west is a sort of Visual Metaphor, showing that our hero is bringing new hopes for better life with them.
Furthermore, from a cinematic prospective, it makes for a very heroic and awesome shot.
Another reason has to do with recent history- When Europe was in an expansionist movement, they started going north, east, and south. To the west was a vast and dangerous ocean. When Europe was running out of room, they tried going west and found a continent that was entirely new. So "west" became the direction of exploration, challenge, and great rewards.
As America became colonized and purchased the Louisiana territory, west was STILL waiting for European-descended explorers, and held challenge and land for anyone who could defend their territory. These events are still recent in a sense to the human race, and so "west" has become associated with "frontier" and "adventure" tropes.
In the Eastern world, the passage of the great ocean seemed impossible, so Japan is the furthest East one can travel. If one wishes to explore new things, then West (where the light-skinned, wide-eyed, freaks with giant noses come from) to the mountains is where you must go. Note: this trope is for when the journey west is a part of the plot. If at the end of the plot our heroes are heading west this is Riding into the Sunset. This trope is related to Left-Justified Fantasy Map. Often used along with Cue the Sun. For the video game equivalent see When All Else Fails, Go Right.
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