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The sages of the Rig Veda, who believed in a sunless region where the ignorant, the unenlightened, the self-murdering, and the pseudo-charitable were obliged to go after death, pursuant to the belief in the concept of Transmigration of Souls after death,refer to the passage of the individual soul after death i.e. after casting aside the body – the eye of the dead is asked by the Seer to move back to the Sun, and directed to go to heaven or earth according to its qualities or dharma, or else to move even to the waters or the plants if it so suited it. - Rig Veda (X.xvi.3). They speak about the Four places or states (of existence or consciousness) or dhāms that the departed soul can reach.

Four Vedic Dhams
Dhām or Dhāman (Sanskrit: धाम or धामन्) means dwelling-place, abode, residence, house; a place, site or resort; inmates of a house, members of a family; a ray of light, light, luster, majesty, glory, dignity; power, strength, energy; birth; the body; a troop, host; state, condition; a class; Vedic law or rule; property, wealth; a fetter; fashion, mode, manner, form or appearance.

The Four Vedic Dhāms identified by the Vedic sages are a) Devaloka or Deva-dhām, the abode of Brahman, b) Pitriloka or Pitri-dhām, the abode of Fathers, c) Mukti-dhām, the abode of the liberated enlightened Souls and d) Turiya-dhām, Brahman Himself.

Eschatology in the Upanishads
The Upanishads speak about the passages or ways open to mortals whose conduct is truth. The sages knew that in order to reach the supreme status of truth one must tread the celestial way (Devayāna) and that way is made wide by truth (सत्येन पन्था विततो). Prāna is the graded reality, therefore, the attainment of it, too, essentially becomes graded which levels can be traced and studied. but, the Atman has no levels or grades. The evolution is always of the Prāna which evolution has always a double movement, the one dark and the other bright, the one negative and the other positive, and even after death. These two paths are described in detail by the Brihadaranyaka Upanishad and the Chandogya Upanishad. There is also the third way, the way to the joyless sunless region covered by darkness.

a) Brihadaranyaka Upanishad

The Brihadaranyaka Upanishad V.x.1 speaks about the passage of the departed soul thus, "When a man goes away from this world he comes to the wind that opens the door to the sun, the sun to the moon and the moon to a world which is sorrowless and snowless and there he remains."

b) Chandogya Upanishad

The Chandogya Upanishad refers to two ways that are open to mortals, the Archirmārga or 'the brightway' or the Devayāna, and the Dhumamārga or 'the dark way' or the Pitriyāna; the former is the Way of the Gods and the latter, the Way of the Fathers (Bhagavad Gita VIII.24-26). After death those who are carried to Brahman by a not-human on the path of the Gods reserved only for the penance-performing ascetics, never return to the cycle of existence (Chandogya Upanishad IV.xv.5-6), for others who lead a life of charity and perform good deeds the path of the fathers leading to the moon is open where they dwell for some time and then return re-born (Chandogya Upanishad V.x.1-6).

Pratardana’s description of the four Dhams in Rig Veda
Rishi Pratardana, the son of Devadasa, who appears in the Third Chapter of the Kaushitaki Upanishad to declare Prana, the Vital Breath is Brahman, and which Upanishad like the Aitareya Upanishad belongs to the Rig Veda, was a Vedic Rishi, a Rishi of the Rig Veda. The Sukta 96 of the IX Mandala of the Rig Veda attributed to Rishi Pratardana is a hymn of twenty-four Mantras composed in various cchandas but all mantras are addressed to Pavamanah Somo Devata. In Mantra 18, which is in Virat trishtup cchanda, Pratardana refers to the Three fundamental Dhāms or the states that can be reached and crossed after death. After describing in the previous mantra the Almighty Lord’s powers to convert the subtle to the gross and back to the subtle he prayfully states:


 * ऋषिमना य ऋषि कृत्स्वर्षाः सहस्रणीथः पदवीः कवीनाम |
 * तृतीयं धाम महिषः सिषासन्त्सोमो विराजमनु राजति ष्टुप् || ||18||

that the benevolent Almighty Being who protects and sustains His own creation, that great being who possesses all knowledge and all means to knowledge, Himself takes the Jnana-yogis from the Devayāna (Rig Veda X.xix.1) or Devaloka, and Pitriyāna (Rig Veda X.ii.7) or Pitriloka, to the third which is the Muktidhām or Prajna, the place where the enlightened liberated souls assemble and remain stationed.Mandukya Upanishad, vide Sloka 5, describes Prajna or the consciousness reflected in the bliss-sheath as the enjoyer of bliss of Brahman reflected in the Vrittis (subtle modifications) of ignorance. Bliss-sheath or Anandamaya kosha is also called "compact mass of consciousness or undifferentiated ignorance".

In the following Mantra 19, which is in Trishtup cchanda, he goes a step further when he states:


 * चमूषच्छयेनः शकुनो विभृत्वा गोविन्दुर्द्रप्स आयुधानि बिभ्रत् |
 * अपामूर्मिं सचमानः समुद्रं तुरीयं धाम महिषो विवक्ति || ||19||

that beyond the Mukti-dhām there is the Turiya or the Fourth Dhām which is associated with the experience of pure consciousness. The Almighty Lord who is all-powerful and the originator of all things within whose folds all things move and rest, and who is the destroyer of all things that are presented through nature (Prakrti), He is the (all-important) fourth state or the fourth dhām. The Turiya-dhām is identified with the supreme Being or Paramātman

Implication
At the first dham, the Deva-dhām, the enlightened being finds itself in Brahmanloka face to face with the supreme Being, at the second dhām, the Pitri-dhām, the departed soul returns after enjoying the results of its karmas, and at the third dhām, the Mukti-dham, which is a mass of consciousness and has deep sleep as its sphere, the liberated enlightened soul attains Triune Unity and becomes undifferentiated. This third state is also identified with Anandamaya kosha and with Ishvara. The fourth-dhām, the Turiya-dhām, is beyond Ishvara, beyond which is the supreme non-dual eternal infinity. Reaching this state the liberated enlightened soul becomes Brahman, the most subtle attributeless Spiritual Transcendental consciousness. The self, identified with the mind and its functions, with its transcendental consciousness and bliss or freedom is the Atman or Brahman.

Significance
Ramachandra Dattatrya Ranade explains that the moraless part of Aum, the Aksara, has correspondence with the fourth dimension of psychology, Turiya, as well as with the fourth dimension of metaphysics, Atman. Gaudapada states that the first state and the second state are conditioned by cause and effect; the third state is conditioned by cause only, and the fourth state is where neither cause nor effect exists. The fourth state is also known as Vibhu. Those opting for the Deva-dhām and the Pitri-dhām do not attain Moksha. Yoga-nidra is not Turiya but the "Silence" that follows the Sound of Aum is Turiya.