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The quantum walk is the quantum analog of the well-known random walk, which forms the basis for models and applications in many realms of science. Its properties are markedly different from the classical counterpart and might lead to extensive applications in quantum information science. In our experiment, we implemented a quantum walk on the line with single neutral atoms by deterministically delocalizing them over the sites of a one-dimensional spin-dependent optical lattice. With the use of site-resolved fluorescence imaging, the final wave function is characterized by local quantum state tomography, and its spatial coherence is demonstrated. Our system allows the observation of the quantum-to-classical transition and paves the way for applications, such as quantum cellular automata.