Dimensions

Dimensions
Through out the course of the show multiple dimensions have been shown or referenced

Avalon
Avalon is not an afterlife, but rather another dimension with a multitude of various magic using creatures and also where Oz is located

Heaven

Heaven is the home of worthy souls and Angels.

Hell
Hell is where wicked souls are tortured until turned into demons and also home for demons and other demonic spirits/entities.

Purgatory
Purgatory was created to keep the Leviathans locked away, until the creation of other monsters and Purgatory became the afterlife for them too.

Soul Eater's Dimension
The Soul Eater's Dimensions is where Soul Eater keep the souls they collect. It is a place outside time and space