Do electromagnetic waves always move in straight lines? When we send an electromagnetic short wave to the sky, it reflects due to the ionosphere effects. But if we send it horizontally, is it correct that it moves around the surface of the earth, and if it has enough energy, it can return to its first position?
If yes, then how could that happen?
 A: Due to the refraction index dependence on the air density, optical (and radio) rays bend in the atmosphere. It turns out that an atmospheric layer with temperature inversion (temperature increasing with height) can create conditions where the curvature of the ray would match the curvature of the Earth surface. This is called "circulating rays" and these web-pages contain explanations and references on this phenomenon:
http://mintaka.sdsu.edu/GF/explain/simulations/ducting/duct_intro.html,
http://mintaka.sdsu.edu/GF/explain/atmos_refr/bending.html#circulating
A: Its not that all EM waves trace a path adjacent to earth,when shot diagonally (or at other angles too), this phenomenon is shown significantly by ground waves normally very low frequency waves but these waves can not travel very long distances as they get attenuated.
For example a radio channel which you may hear in a city can not be heard in another city because the ground waves do not travel that far.
Now, if you use waves of higher frequency they will not be sufficiently attracted by the ground to follow the ground wave path but will start shooting diagonally and start bouncing of the ionosphere which would make them skywave, these too can not travel across earth as there cannot be a path by which just with 1 reflection you can cover the earth and come back, on increasing energy/frequency the waves will start penetrating ionosphere too. 
So, No ! There is not a practical way to achieve an all around the earth tour by em waves. Note: The ground waves may be coming back to you after completing the journey but they would be so extremely attenuated that there would not be a practical way to observe and prove it.
Explaination for ground waves to trace earth like path, source wikipedia :  

The radio signal spreads out from the transmitter along the surface of the Earth. Instead of just travelling in a straight line the radio signals tend to follow the curvature of the Earth. This is because currents are induced in the surface of the earth and this action slows down the wave-front in this region, causing the wave-front of the radio communications signal to tilt downwards towards the Earth. With the wave-front tilted in this direction it is able to curve around the Earth and be received well beyond the horizon.

So due to induced currents in the earth surface, the ground waves get attracted towards the earth and trace an earth like path
