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Modern autonomous vehicles adopt state-of-the-art DNN models to interpret the sensor data and perceive the environment. However, DNN models are vulnerable to different types of adversarial attacks, which pose significant risks to the security and safety of the vehicles and passengers. One prominent threat is the backdoor attack, where the adversary can compromise the DNN model by poisoning the training samples. Although lots of effort has been devoted to the investigation of the backdoor attack to conventional computer vision tasks, its practicality and applicability to the autonomous driving scenario is rarely explored, especially in the physical world. In this paper, we target the lane detection system, which is an indispensable module for many autonomous driving tasks, e.g., navigation, lane switching. We design and realize the first physical backdoor attacks to such system. Our attacks are comprehensively effective against different types of lane detection algorithms. Specifically, we introduce two attack methodologies (poison-annotation and clean-annotation) to generate poisoned samples. With those samples, the trained lane detection model will be infected with the backdoor, and can be activated by common objects (e.g., traffic cones) to make wrong detections, leading the vehicle to drive off the road or onto the opposite lane. Extensive evaluations on public datasets and physical autonomous vehicles demonstrate that our backdoor attacks are effective, stealthy and robust against various defense solutions. Our codes and experimental videos can be found in https://sites.google.com/view/lane-detection-attack/lda.