Astral World, also called the astral plane, is a plane of existence postulated by esoteric philosophies and mystery religions.  It is the world in which the soul dwells in its astral body prior to being born and after death, and generally said to be populated by angels, spirits or other immaterial beings.  In the late 19th and early 20th century the term was popularized by Theosophy and neo-Rosicrucians.

Paramhansa Yogananda, in his autobiography, provided details about the astral planes which he learned from his ascended master, Sri Yukteswar. There he reveals that nearly all individuals enter the astral plane after death. There they work out the seeds of past karma or (if their karma requires) they return to earthly incarnations for further refinement. Once an individual has evolved spiritually, in an earthy or astral incarnation, he progresses beyond he astral world to a higher, more spiritual plane. 

 The Jews referred to the astral world as the Bosom of Abraham or sheol (the place of the dead.). Christians called it Paradise or Prison.  Barzakh,or the intermediate world of Islam, is a related concept.

 The astral plane can be visited consciously through astral projection, meditation and mantra, near death experience, lucid dreaming or other means. It is taught that individuals who are trained can separate their consciousness in the astral vehicle from the physical body at will.

Unlike the physical world where things remain until disturbed, things in the astral world come and go according to the perceptions of the individual.  The astral world is essentially infinite, containing the consciousnesses of all who have ever lived. The vast differences of description of the astral world is to its size and the many "places" it contains. It is in or from the astral world the communications take place from deceased invidivuals.  
See also astral travel, hell, paradise.