Quote from : Harry Potter and the Deathly Hallows Book

The realization of what would happen next settled gradually over Harry in the long minutes, like softly falling snow. "I've got to go back, haven't I?" "That is up to you." "I've got a choice?" "Oh yes." Dumbledore smiled at him. "We are in King's Cross, you say? I think that if you decided not to go back, you would be able to…let's say…board a train." "And where would it take me?" "On," said Dumbledore simply.