In the teachings of Christianity, there is a heaven and a hell.
However, Jesus never spoke about Hell. He spoke about the Kingdom of God, and a place called Paradise, a heavenly realm.
Some other religions mention Hell or Hades, ancient greek and roman religions had an underworld, which was reached by crossing the river Styxx, where Charon was the boatman.
However, most scholars say there is no proof of Hell, and it may be just an invention to induce obedience and belief in religion.