"...There is rebirth of character, but no transmigration of a self. Thy thought-forms reappear, but there is no ego-entity transferred. The stanza uttered by a teacher is reborn in the scholar who repeats the words.
Only through ignorance and delusion do men indulge in the dream that their souls are separate and self-existent entities. Thy heart, O Brahman, is cleaving still to self; thou art anxious about heaven but thou seekest the pleasures of self in heaven, and thus thou canst not see the bliss of truth and the immortality of truth."
Not just Buddhism, Islam, Christianity, Hinduism and most of the popular religions says the good people go to heaven and the bad suffer in hell after death. What all they try to convey? Is there a life after death? Where will we go when we die? Like most of the other unanswered questions (including the very existence of God himself.. oops! why not herself? and even itself? think i am going out of topic), the mystery remains unsolved.
The existence of Life after death is something that Science could not explain.