Take three cardboard pieces of similar dimension and make a hole in the centre of each. Align these three cardboard parallel to each other in such a way that all the holes are exactly along the same line. Now, take a lit candle, align it at one end and view the candle from the other end.
You will only be able to see the candle if the holes in the cardboard are all in a straight line. Even if one cardboard is moved to the left or right, your view of the candle will be blocked. This shows that light travels in a straight line.