Actually those identities are known as Hell and Purgatory and are almost exclusive to Roman Catholicism.
The fire and brimstone "Hell", often argued to be an interpolation from pagan myth and a transference of the underworld goddess known as Hel, has a documented history of entry into the canon scriptures. Prior to that fire and brimstone as a location for lost souls particularly did not exist in the Hebrews Bible. Gehenna,was the name of the trash dump outside of Jerusalem in ancient Israel.
This was where not just garbage but the body of the poor dead who could not be interred were disposed.
The grave, or the abyss, was the place where lost souls would go according to Hebrew scriptures. Sheol, as it was known.
I'm just using common terminology here but the actual Islamic-Arabic word to refer to it is "Jahannam" and it is a state of being (as experienced by the soul), of purification, of catharsis (as stated) towards that original Unity all things sprung from, God.
There are a lot of words to refer to "heaven" and "hell" within these religions, however literally one takes it is another topic.....