Apollo's God Power creates a permanent (until destroyed) tunnel through the Underworld, which may be used to travel almost instantly from one point to another on the map.

To use the Underworld Passage, left click on the Underworld Passage icon, then left click where you want one end of the passage to be. Left click again in a different location to place the other end of the Underworld passage.  

Place one end in your town and the other end in an ally's town to allow quick reinforcements and speedy retreats. Use it to circumvent walls and defenses or even place one end deep in enemy territory for a sneak attack. The passage remains in place as long as the entrance and exit are intact.