Nirvana is a place of perfect peace and happiness, like Heaven. In Hinduism and Buddhism, Nirvana is the highest state that someone can attain, a state of enlightenment, meaning a person's individual desires and suffering go away.
Christianity's Heaven and Islam's Paradise are similar (though Paradise appears to have more virgins than Heaven). Their Hell is also similar although, to my mind, their idea of a "bridge over Jahannam" (over Hell) is far more frightening than the threats of torment used to keep Christians in line.
As far as Christianity goes, for most individuals the only life after death comes via the resurrection (John 5:28,29). Until that time, though, once someone dies there is no thought, feeling, or consciousness (Ecclesiastes 9:5). Fortunately the Christian Bible doesn't support the Hell-fire doctrine.