In the D&D franchise (and its settings) there is the (Prime) Material Plane, which encompasses most of the diverse world-settings and most of what's familiar to our own world in terms of physics (but with magic, of course), as well as various other planes, such as the Astral, Ethereal, various elemental planes, and others. They all operate as their own "dimension", all with their own idiosyncratic paradigms and realities. There are also the Outer Planes, which operate with another parameter: alignment. Alignment is typically split into nine distinct pairings of Law-Neutral-Chaos and Good-Neutral-Evil axises (e.g. Lawful Good, Chaotic Neutral, Neutral Evil, etc.). The Outer Planes are manifestations of these precepts and ideologies, with the standard cosmology having seventeen distinct planes: each of the nine alignments, plus a few "in-betweens" and the central True Neutral plane (The Outlands or Plane of Concordant Opposition). These Outer Planes are also the destination for most creatures after their deaths, their souls migrate to the Outer Plane which corresponds strongest to their own alignment, where they either become part of the plane itself or take up residence in their deity's realm on that plane. So, the Outer Planes are often the afterlife of most things across the multiverse. It should be no surprise that in realities (planes) operating with alignment as part of their physics, belief (and, ostensibly, faith) guides and infuses these places, giving it power and shape.
Most Material worlds are in the dark about the planes, operating on myth, legend, and belief to guide their perception and knowledge. Different worlds have different relationships, but only a very select few are truly "in-the-know", while most are ignorant or distorted in their view. Most of these worlds are also far inferior in overall technology, very uneven in the distribution of information, and so on. But what about a world with a cosmopolitan relationship to the planes?
What if there were stable access for travel and communication between the Material world and the Outer Planes? It would be general knowledge that these planes exist and there would be some common familiarity with how they function, what goes on there, and would be looked upon more like alien foreign countries. This would be a positive scenario, where it were sufficiently monitored and regulated. The details don't matter now, but could view it a lot like we view immigration now (but less fraught with our real-world political and cultural biases).
How do you think this would affect the religion and culture of your standard fantasy world? How would it be like to know there are places they go after death, determined by one's disposition and history, much like many of the religious traditions state, and all of them have some part of truth to them? What would it be like to know you could, with the right papers and clearance, go visit one's ancestors in their traditional afterlife? Everyone would know death was no end, but what kind of new problems would that create? What kind of civil rights movement could develop? Could they lobby against any of these procedures? ...Too many variables to think of, weird scenarios to come up with.