According to Wikipedia:
In navigation, a rhumb line, rhumb, or loxodrome is an arc crossing all meridians of longitude at the same angle, that is, a path with constant bearing as measured relative to true or magnetic north.
For pretty and interesting pictures showing examples, follow the link.
I think I’ve seen rhumb lines on maps before, but didn’t know what they were called, and didn’t know the word loxodrome.
That Wikipedia entry adds:
The word loxodrome comes from Ancient Greek λοξός loxós: “oblique” + δρόμος drómos: "running" […]. The word rhumb may come from Spanish or Portuguese rumbo/rumo ("course" or "direction") and Greek ῥόμβος rhómbos […].
Edited a couple weeks later to add: I’m still amused by the word loxodrome. It sounds like a dystopian fighting arena for smoked salmon. “Two fish enter; one fish leaves!”