Indeed, light doesn't always travel in a straight line. It bends around massive objects, such as stars (planets, not so much), and is also refracted differentially through the air if there is a temperature gradient. Warmer air is less dense, and therefore has a lower refractive index. Mirages are a particularly interesting example of differential refraction, and while most people associate them with the desert, they are most common (and weirdest) at sea.