Hinduism specifically believes that at death the soul leaves the physical body. But the soul does not die. It lives on in a subtle body called the astral body. The astral body exists in a nonphysical dimension called the astral plane. Here the soul continues to have experiences until it is born again in another physical body as a baby.
There are also those who do not believe that there is an afterlife, and that you simply cease to exist once you die. Atheism is based on refusal of the existence of God and even afterlife.
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- Satguru Sivaya Subramuniyaswami, "Ten Questions people ask About Hinduism …and ten terrific answers!" (p. 4)