Corridors of Darkness are unpredictable pathways that interlink the worlds of the Kingdom Hearts universe. The Heartless use these extensively to reach other worlds, as do members of Organization XIII, its subordinate Nobodies, and many other characters. These pathways are formed out of Darkness, so it is unsafe for a normal person to travel them, because the constant use of these corridors would corrupt one's heart. However, the Heartless and the Nobodies don't have worry about this; since the Heartless already are corrupted hearts, and the Nobodies don't have hearts to corrupt. However, one upside to this is that it provides a faster means of travel than the Gummi Ships. Sora has used a corridor of darkness once in Kingdom Hearts II as a way to get to The World That Never Was, and though they can also use this path again for the rest of the story, it's use is no longer considered canon after the initial use ( In which Sora goes in with Axel.) This is when the character sees what a Corridor looks like, and it's actually a messy collaboration of multiple bright colors surrounding the player in a tube that leads to a hole on both ends ( the respective holes that Sora uses lead to The World That Never Was and Twilight Town.) with many Nobodies appearing in them while just so happening to be using the Corridor themselves and attacking Sora and Axel while they're in there. Due to his immensely powerful heart, this corridor seems to have no effect on Sora at all.
Other characters who have used these corridors include Riku, Naminé, DiZ and even Pluto. Of these, only Riku, Naminé and DiZ have been responsible for summoning the portals, and only those lacking hearts to corrupt (Nobodies), and those who are darkness (Heartless) arent affected, with two noted excetions; According to Nomura in the Director's Secret Report XIII, Riku and Mickey aren't affected by darkness at all, due to some "secret similarities".
In Kingdom Hearts: Re: Chain of Memories, DiZ says the cloaks protect from the darkness.