One of the great things about fantasy is that it allows us to explore things that are impossible or at least impossible to know in this real world. One of my favorite impossible things to explore is Death and Life after it.
Currently my favorite example of this is the anime series Bleach.
Bleach is about Ichigo Kurosaki who has always been able to see dead souls. Then one fateful night he meets Rukia Kuchiki, a Shinigami (lit. death god) whose job is to help those wandering souls enter the after life. Ichigo is drawn into the world of the Soul Society where dead souls go to reside and where the Shinigami protect the balance of life and death. Not all souls go peacefully to Soul Society, he learns. Some become monstrous Hollows and when Hollows linger in the living world to eat human souls it is the Shinigami's duty to end their existence (with super awesome sword powers).
What I like particularly about Bleach's version of the after life is that it doesn't at all seem like an afterlife. Soul Society is a real, fleshed out world where souls live like normal people. While souls do not need to consume food unless they have high spiritual power (and those who do tend to join the Shinigami), water is still necessary for existence. Thus life after death continues to be a struggle for survival.
Over the course of the series you meet members of rich and powerful families residing in Soul Society whose sons and daughters almost always join the 13 Court Guard Squads of the Shinigami. You also meet those that came from the poor and the destitute sections of Soul Society where people scrape by a living, and where those with unusual spiritual power often suffer more than most, being lucky if they can one day join the privileged Shinigami.
The interaction between the living world and the Soul Society is the crux of the show, Ichigo being a sort of fulcrum between the two. It's a fascinating world. And it could only be explored through fantasy.