Can't talk about the Judeo/Muslim/Christian versions of those places, but in Tibetan Buddhism, it is quite common for the capable to go to any of these realms, usually to help the beings there. Sometimes it happens in the time period when a person is 'temporarily dead', clinically dead for some days but comes back. The book by Tulku Thondup about "peaceful death, Joyful Rebirth" or similar name includes ten-twenty stories of this, right up to present day--
no subject