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The Journey Through Death

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A character who has died finds themself in another place, a land through which they must journey in order to fully pass on.
The purpose of this journey varies: It might aid the deceased in finding closure before passing on; it might serve to wash away any remaining sin; it might simply be that there's space to traverse between one world and the next; or other reasons besides. It's not uncommon for the setting to reflect either the character or their death in some way.
Depending on the work, the journey may take the character to the Afterlife, or to Reincarnation. Or one followed by the other. Also, the land through which the character passes may be one of Purgatory and Limbo. However, note that not all Purgatories or Limbos fit this plot: some are themselves the destination, or places of holding, and not a place of passage. Finally, the journey may be either literal or metaphorical. (And which is the case will not necessarily be clear.)
A specific form of this is the Afterlife Express, in which the journey is taken by train.
Naturally, a character undertaking the journey will be Dead to Begin With (or near enough). Might involve a Psychopomp and/or Judgement of the Dead at some point.
The journey may conclude with an Ending by Ascending.
Contrast To Hell and Back, which involves both this journey and a return to life. Not to be confused with Journey to the Sky, which is when a living character aims to reach the sky, usually to accomplish a non-spiritual objective.
As this is a Death Trope, unmarked spoilers abound. Beware.

Examples
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In The Divine Comedy, Dante Alighieri gets lost in a dark forest and, while being guided, undertakes a pilgrimage across the spiritual planes of existence: Inferno (Hell), where he witnesses the sinful souls who are facing perpetual punishment for their wrongdoings in life; Purgatorio (Purgatory), where the redeemable souls are cleaning up themselves in order to repulse their committed sins and be admitted to God's realm; and Paradiso (Heaven), where the saintly and redeemed ones rest. The story ends as Dante's soul becomes aligned with God's love. Whether Dante had died, or was travelling through the planes while alive, is left unclear.
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Discworld: The desert, a vast, flat stretch of sand across which the dead must pass in order to find whatever awaits them at the other end. Sometimes they get a ride from a psychopomp such as a Valkyrie.
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Ride the Cyclone: The musical opens with six high school choir members dying in a horrific roller coaster accident at the Wonderville Traveling Fairground and immediately arriving in a sort of limbo controlled by the "The Amazing Karnak," a mechanical fortune teller from the carnival with legitimate psychic powers. They learn that five of them (and Karnak) will remain dead, but one will be allowed to return to life. When the teens question Karnak about what happens to those who stay dead, he tells them even he doesn't know. The final number of the show, "It's A Ride," is sung after Jane Doe is sent back to the land of the living and the remaining five journey onwards to "whatever comes next."
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The Planescape Setting provides an odd sort of example: The various afterlives are planes of existence, traversable by various means and home to their own native inhabitants. As a result, it's entirely possible for a character to end up travelling to an afterlife while technically alive!
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Adventure Time: Distant Lands: The episode "Together Again" which serves as the Grand Finale of Distant Lands and Finn and Jake's adventures as a whole takes place years after both Finn and Jake have died, and deals with Finn searching for Jake so they can be reborn together.
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One episode of The Twilight Zone (1985), "Dead Run," does a very literal take on this trope. Out of work trucker Johnny Davis takes a new job from a friend, and eventually discovers that his "cargo" are the souls of the newly deceased who are bound for Hell. After talking with some of his passengers, Johnny learns that people are being sent to the underworld for minor offenses like draft dodging and non-sins like being gay; he investigates and discovers that the Celestial Bureaucracy which judges the dead has become bogged down with red tape and insists on using "time-honored Biblical standards." Johnny decides that he's going to impose a standard of his own and begins taking the time to chat with each passenger, then setting the ones who don't deserve damnation free along the road, so that they can make their own way to Heaven.
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In The Order of the Stick, people headed for the Lawful Good afterlife have to climb up a seemingly endless mountain before arriving in the afterlife. The afterlife is also structured as a series of levels which dead souls progress through in a spiritual journey as they become enlightened.
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In Theo & Den Magiske Talisman, anyone who enters a coma or other state of unconsciousness before death will travel through the magical land of Thannanaya to enter whatever comes after (it's never directly confirmed whether there is an afterlife or not, though the series implies it's a Self-Inflicted Hell). It's not made clear whether people who die more suddenly go to Thannanaya or not.
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Pathfinder: The River of Souls carries the the newly dead across the Astral Plane and into the domain of Pharasma, Goddess of Death, where they're judged and sent to their final fate. Some fiends try to poach souls from the River, so it's heavily guarded by celestials, devils, and demons alike.
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Dungeons & Dragons
Deities & Demigods Cyclopedia. After an intelligent being dies, its soul or spirit travels through the Astral Plane to the Outer Planes. The trip takes from 3-30 days and the soul/spirit can encounter dangerous monsters, which is why some cultures bury their dead with weapons for the being's use and other slain beings to act as bodyguards.
The Planescape Setting provides an odd sort of example: The various afterlives are planes of existence, traversable by various means and home to their own native inhabitants. As a result, it's entirely possible for a character to end up travelling to an afterlife while technically alive!
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The afterlife in Grim Fandango works like this. When a soul enters the Land of the Dead, they have to make an arduous four-year journey through forests, oceans, and tundras, all chock-a-block with vicious demons and monsters, to reach the true afterlife of the Land of Eternal Rest. Fortunately, aid comes in the form of the Reapers of the Department of Death, who act as travel agents who help new souls find travel packages to aid them on their journey (paid with the money they were buried with), with the most virtuous souls qualifying for the #9 Express, a train the reduces the journey to four minutes.
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The Great Divorce: Heavenly Persons live (if you can call it that) only to journey up and up into the heavenly mountains, though some of them retrace their steps and come back down to the valley, on the chance that they can help a hellish ghost become a Person and join them on the journey.
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In Spiritfarer you play as a new Psychopomp Stella and her cat Daffodil, taking over from Charon, helping spirits she finds in this limbo like realm on her boat until they are ready for her to ferry them to the Everdoor to the afterlife. As she does so Hades contacts her and indicates this journey is less about her helping them cross over as much as it is her coming to terms with the people she lost in life (both personally and as an end of life care nurse) so when she feels she's done enough for those she's cared for she can go to the portal to pass on herself.
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The Good Place: The protagonists journey throughout the afterlife during the series. In the end they create a new system in which a deceased person must endure torture, which is personally tailored to cause the subject to improve as a person, until they have improved enough to enter paradise. Once they have had enough of paradise they are allowed to end their existence and their essence returns to the universe.
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Old Kingdom: There are Nine Precincts and Nine Gates in the river of Death, and only beyond the Ninth Gate can a dead be at rest. Of course, all manner of monsters and necromancers plague Death, and the Abhorsen's job is to enter Death to fight them — in particular, to stop the Dead from coming back (and typically coming back hungry). This normally leaves the Abhorsen's or necromancer's body immobile and vulnerable back in Life, but Free Magic creatures can enter Death bodily and use it to travel around.
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Discussed in Kevin Brockmeier's The Brief History of the Dead: all souls end up in The City, a reasonably happy afterlife. In the first chapter we learn no one has the same journey to the city; one man crosses a desert of living sand, one man sees his atoms break apart across the universe and recombine, a woman says she began to snow but only smiles and won't tell the rest. The only thing they all have in common is the sound of a heartbeat in the background.
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The third chapter of Might and Magic: Clash of Heroes revolves around Fiona, one of the main characters, forcefully deprived of life and taken to the underworld. She ventures through this domain to start a rite whose completion allows her to return to life, but not without facing opposition from strong enemies, including the boss Ludmilla whom Fiona has to face at the top of the rituals' scene.
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Valheim: The basic premise is that you are a Viking who died in battle, but not yet ready to enter Valhalla. To do this, you must explore the eponymous Valheim and kill the elemental entities known as the Forsaken, at which point you will have proved your worth. But while you are already dead, you can still die, again and again and again.
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In the aptly-named Limbo, the protagonist, a small boy, must make his way through the titular shadowy world. The developers deliberately left the details vague—all we know is that he is trying to reach his sister, who is lost somewhere in Limbo—which has prompted endless guessing about what meaning, if any, the boy's journey has.
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In the John Carter of Mars series, Barsoom has a physical land of the dead, the Valley Dor, to which all Barsoomians are encouraged to travel when they feel they've lived long enough. Many Barsoomians make the pilgrimage, expecting to be reunited with their loved ones who have passed on. What they actually find is a wondrous valley that happens to be filled with carnivorous predators. Those who somehow manage to escape the white apes and plant men end up being captured and enslaved by the inbred Therns, who work them to death and then eat them. The Therns themselves have been suckered by a similar scheme; when they reach the end of their allotted life, they travel to the Temple of Issus, where they expect to be ushered into the Barsoomian version of Heaven. Instead, they find the First Born, who enslave them and then eat them.
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Jacob's Ladder: A twisted journey to the protagonist's acceptance of their death. Possibly.
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Hotel del Luna: The dead must first cross the long bridge across the Samdo River, beneath purple skies and shooting stars. The trip takes 49 days, and over its course the deceased lose all memories of their former lives, ready to sojourn in the other world, then be re-born.
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Ghost (1990): Sam is murdered by his former friend Carl, and through much of the movie he's a ghost who tries to protect his girlfriend Molly from him, and gets help from a medium (Oda Mae). After Carl dies (and is taken to Hell), Sam bids farewell to Molly and Oda Mae before heading to Heaven.
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The following is a list of statements referring to the current page from other pages.

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Afterlife Tropes
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