Where does the soul go?

     As soon as the soul leaves this physical body, the physical body will be dissolved in matter. The body enters into the physical sheath, the vital enters into the vital sheath and the mind enters into the mental plane proper. The soul will go through the subtle physical, the vital, the mental, the psychic and then finally to the soul's own region. As it passes through each of these planes, the soul takes up with it the essence of all the experiences it had on earth.

     The soul gets various kinds of subtle experiences in these other sheaths, but these experiences are not going to manifest in these worlds. If the soul gets some experience here on earth, the experience is bound to be manifested either today or tomorrow. The soul can aspire in any world. In the higher worlds it will have only aspiration, and this aspiration will eventually take the form of experience. Aspiration itself is an experience. But on earth, when the soul observes suffering or joy or the activities of the world, the experiences that the soul gets here are constantly leading it towards the fuller manifestation of Divinity.

—Sri Chinmoy, Death and Reincarnation

    At the time of death the being goes out of the body through the head; it goes out in the subtle body and goes to different planes of existence for a short time until it has gone through certain experiences which are the result of its earthly existence. Afterwards it reaches the psychic world where it rests in a kind of sleep, until it is time for it to start a new life on earth. That is what happens usually; but there are some beings who are more developed and do not follow this course.
      There is after death a period in which one passes through the vital world and lives there for a time. It is only the first part of this transit that can be dangerous or painful. One can help departed souls by one's good will or by occult means, if one has the knowledge. The one thing that one should not do is to hold them back by sorrow for them or longing or by anything else that would pull them nearer to earth or delay their journey to their place of rest.

—Sri Aurobindo, From "A Practical Guide to Integral Yoga".

    The Gita describes the last state of the mind of the Yogin in which he passes from life through death to this supreme divine existence. A motionless mind, a soul armed with the strength of Yoga, a union with God in Bhakti; the union by love is not here superseded by the featureless unification through knowledge, it remains to the end a part of the supreme force of the Yoga; and the life-force entirely drawn up and set between the brows in the seat of mystic vision. All the doors of the sense are closed, the mind is shut in into the heart, the life-force taken up out of its diffused movement into the head, the intelligence concentrated in the utterance of the sacred syllable OM and its conceptive thought in the remembrance of the supreme Godhead, mam anusmaran. That is the established Yogic way of going, a last offering up of the whole being to the Eternal, the Transcendent.

—Teachings of Sri Ramakrishna Advaita Ashrama, 1994