Little is truly established about the worlds that lay beyond, though several theories exist.
Ogren mythology holds that the world exists in the central eye of the mad, terrible storm that is all reality. According to the ogres, those who lead worthy lives cease to exist shortly after death, while the unworthy are pulled into the storm; outsiders are creatures of the storm, seeking shelter from it in our safe reality.
The Thousand Hells
The Imperial Cult teaches that an uncountable number of hells exist, all filled with demons and monsters eager to break into our world and claim it for their own, and that the Nameless Emperor alone possesses the power to hold them at bay. The souls of the loyal and faithful are preserved for the future to come, when the Nameless Emperor stands victorious and welcomes them into his triumphant kingdom; the others are condemned to toil in the hell that most suits their particular misdeeds.
Some secretive mystery cults, often elven in origin, have (or claim to have) records of the cosmologies recorded before the Founding that describe the world as a shell. Inside the shell is an enigmatic void, that has existed since the beginning of time, that attempts to drag all things into it and devour them. Orbiting the shell are the Nearworlds -- alternate shapings of true reality that could have been, but failed or were flawed.
In Your Mind
An uncommon belief, expressed by a few heretical scholars but rarely in public, claims that everything outside simple, physical reality is the result of the shaping of unconscious minds -- that the same magic shaped deliberately by sorcerers and hedge-wizards is also sensitive to other minds, and expresses these expectations in illusion and power according to its own, yet undetermined, patterns and tides.
Small bubbles of alternate reality that can be found or stumbled into. Most are only accessible if specific circumstances are invoked. Their origin is unconfirmed, but knowledgeable scholars contend that they are leftover from great magical works performed in the age of the Thousand-Eyes King. Imperial Seekers and others have occasionally used them to imprison creatures or dangerous artifacts that could not be safely destroyed. Otherwise little is known about them.
Spirit of the dead exist in numerous forms, and can be summoned and bound with certain kinds of magic, all of which are anathema to the Obelisk. As a result of a sustained pogrom, much knowledge of practical necromancy has been lost, beyond the most simple spiritual rites.