In the ancient world, this was literally true. The Romans built some 50,000 miles (80,000 kilometers) of roads stretching from Britain, through Spain and Northern Africa, and east to the Danube River and Tigris-Euphrates River System. The first great road, the Appian Way, was built in 312 B.C.E. [source: Encyclopaedia Brittanica]. Emperor Caesar Augustus erected a monument called the Milliarium Aureum (golden milestone) in Rome's central forum, and the distances along all of those 50,000 miles were measured from this point, which was also the point at which all of the main Roman roads diverged [source: University of Notre Dame].
Nowadays, we use the expression to mean that there's more than one way to achieve an outcome. This metaphor was already in place as early as the 1100s [source: American Heritage Dictionary].