Asgard's Bifrost, the mythical bridge that connects their realm to Earth (or Midgard), has a very similar look, as it's quite literally a rainbow that extends to grant passage from one world to ...

And, as a final touch, Odin connects Asgard to Midgard with a rainbow bridge called Bifrost. This is an adapted version of the full Viking creation myth, focusing solely on Odin's part in it.