I personally do not believe in an afterlife, I also do not think that Corpse Bride is a good reference to the afterlife; I think if you want such examples then Grim Fandango is probably one of the best. The game of course has artistic license, some aspects it draws from cultures, films and certain types of art but it also deals with the finer points of death; immortality in the world and also more frightening is the idea of Death-Within-Death, and also a twist in the representation of certain objects in life; 'Flowers being a symbol of pain- of death within death'. Also the game deals with what 'we' have done in life to earn reward in 'heaven' for example Meche being able to go to the Ninth Underworld; it also offers chance for redemption in the afterlife seeing as the Land of the Dead is but purgatory. Where characters like Hector wish only to take an easy way, others either give up on heaven or try to pursue it the hard way. You notice those who finally get to the Ninth Underworld have been through some hardship; Chepito walking under the sea but perhaps with the exception of Bruno.
GF portrays death in this concept, or more the afterlife. It is just one opinion; but I prefer it to ideas of either brimstone or fluffy-white clouds that other fictions suggest on death and beyond.