Places after death

The sages, and some well-meaning non-sages, give us images to yearn for or avoid, or, presumably, to stand as a workable surrogate for understanding that most people are not prepared for. Then there are the atheists who have no idea what they are doing or why.

The gates of Valhalla (Norse mythology), first attested to in the Poetic Edda of unknown date

• Pure Lands (Pure Land Buddhism)
• Undying Lands (Lord of the Rings)
• Happy Hunting Grounds (Great Plains tribes of American Indians, including the Oglala Lakota)
• Heaven with pearly gates, clouds, and angels playing harps (19th century American and English protestant sermons, usually by poorly educated self-ordained folk-evangelists)
• Shambhala (Hindu and Tibetan Buddhist traditions)
• Avalon (Arthurian legend)
• Valhalla (Norse)
• Fólkvangr (Norse)
• El Dorado (Disney® Corporation)
• Fountain of Youth (If you get there, avoid death altogether)
• Unlimited Ocean (Meher Baba)
• 72 Virgins (9th century non-Koranic Islamic invention)
• Being made an immortal star (Greek, for some lucky ones)
• Fields of Aaru (fields of reeds in Egyptian mythology)
• World of Forms (Plato)
• Olam ha-Ba ("the world to come" and refers to a heavenly afterlife in the divine Presence in Jewish eschatology) 
• Elysium (Virgil)
• Divine Palace (Poetic invention of Bhau Kalchuri, first attested to in "Awakening," 2001)

Dreary places

• Hades (dreary Greek underworld)
• Purgatory (Roman Catholic, Eastern Orthodox, and Anglican Christianity)
• Hell (Numerous faiths by different names)
• Hel as well as Niflhel (Norse)
• Jahannam (Islam)
• You cease to exist (Atheism, some modern Jews, Greek Stoics)
• Lower astral (Where Meher Baba said ghosts go to haunt the living, includes animal spirits, somehow linked to the physical world, similar to Hades where shades go)
• She'ol (where people go as shades in the Talmud)
• Gehinnom (Hebrew place equated with Hell, tho sometimes compared with Purgatory. Gehinnom is the Hebrew counterpart of Islamic Jahannam mentioned above)

This is only a partial list of course. See also my older post Shangri-La.

Note: I have incorporated corrections from the comment below.