A Neutral Auction House. What this means is anything you place in here for sale can be bought be either an Alliance or Horde character. Take note, the auction house "cut" is much higher than at your regular auction house.
This is how to get from the Horde town of Crossroads in the Barrens to the Neutral port city of Booty Bay at the southern tip of the Eastern Kingdoms:
Follow the road east from Crossroads to the neutral port town of Ratchet. As of Patch 1.11 you can also fly to Ratchet if you have the flight path.
Take the boat to Booty Bay.
That's it. So easy! However, be careful as there are no guards to help you and Alliance often sail over to Ratchet, and then if you are lower-level than them and flagged for PvP you can be killed.