All worlds

From the Super Mario Wiki

"All worlds" is a term used in Super Paper Mario to describe the meta-universe of the Mario series. The term refers to all the parallel universes (dimensions) that make up the greater multiverse, including the Mushroom Universe, Earth's universe, Smithy's Factory, the various dimensions of Super Paper Mario, Flipside (a dimension between dimensions), and many other universes. In Super Paper Mario, "all worlds" was the most common phrase used by characters knowledgeable about the existence of multiple dimensions to refer to the meta-universe; other terms included "all dimensions" and "all existence".

The existence of "all worlds," and thus all life in general, was once threatened by The Void, an inter-dimensional "hole" in the time/space continuum created by Count Bleck. The Void had the potential to consume everything. Ultimately Count Bleck was convinced that such destruction was wrong, and actively worked to prevent the end of "all worlds." However, his minion Dimentio usurped control of The Void, and intended to use its power to destroy "all worlds" in order to create an all new meta-universe, one which he intended to rule over like a god. In the end, Dimentio was stopped by Mario and his allies. The Void disappeared and "all worlds" were saved from utter annihilation.

When someone loses all their extra lives and gets a Game Over, their spirit is brought to the afterlife dimension of the meta-universe. This dimension is made up of two opposite but interconnected regions, the Underwhere and the Overthere.