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Electromagnetic waves (light). Even though a wave front may be bent, (e.g. the waves created by a rock hitting a pond) the individual waves are moving in straight lines. In the sense of the scattering of waves by an inhomogeneous medium, this situation corresponds to the case n ≠ 1, where n is the refractive index of the material.
This can be proven by setting up an experiment in which you align three cardboard squares with a small hole in the centre of each. You then set up a light behind the cardboard and look through all three holes from the other side to see the light. If you moved any one of the cardboard squares even a tiny bit, you would no longer be able to see the light. This proves that waves travel in straight lines and this helps to explain how humans see things, among other uses. It has a number of applications in real life as well.
But this property don't apply on eclipse day. Then the Moon act more like an optic lens. Hence the narrow projected shadow.