The bardo
Tibetan Buddhism describes an in-between state after death, navigated like a dream you can learn to wake within.
"Bardo" is a Tibetan word meaning "in-between" or "transitional state" (it renders the Sanskrit antarābhava, the intermediate state). In the Tibetan traditions of Buddhism it names any gap between one stable situation and the next — but most famously the interval between dying and taking the next rebirth, that is, the next life a being is born into. (Rebirth is the idea, shared across the Indian religions, that the stream of consciousness continues into a new life after death, shaped by one's past intentional actions.)
Tibetan teachers often describe a set of bardos: the bardo of this life, the bardo of meditation, and the bardo of dreaming, plus three death-related ones — the moment of dying, the luminous visions that arise just after death, and the phase of seeking a new rebirth. Texts such as the famous Bardo Thödol (popularly called the "Tibetan Book of the Dead") are read aloud to the dying and the dead as a kind of guidebook, coaching the mind to recognize the appearances it meets — radiant lights, then peaceful and wrathful forms — as projections of one's own mind rather than external threats.
It helps to be precise about what this is and isn't. The elaborated bardo teachings are specific to Tibetan Vajrayāna Buddhism; other Buddhist schools, notably the Theravāda, deny any in-between state and hold that rebirth follows death immediately. The dramatic visions are not understood as a literal geography of an afterlife so much as a structured opportunity: a moment when, with the right training and reminders, a person might recognize the true nature of mind and find liberation, or at least steer toward a better rebirth.