I think other dimensions exist, and Heaven and Hell are in them. We're here in the 4th dimension, and there could be "side dimensions" here too. Like Oblivion (The Void) or indeed Purgatory (where souls go to await their final Judgement, once their deeds on Earth have finished affecting others or the balance tips so far that the outcome is obvious).
I'm thinking God exists in the 7th dimension? Which is why we aren't capable of fully understanding Him, any more than an ant can understand Shakespeare. :/