Dead Worlds are places where one spends one's afterlife. The first mention of a dead world was in "The New Frontier" by Jake who says one must transcend into Glob World. In "The Vault," Finn is shown to have been reincarnated multiple times, suggesting that each incarnation of a person is sent to the corresponding Dead World.
Low Level Dead World
The "Low Level Dead World" as stated by Jake is first seen in "Ghost Fly" when Jake is killed and appears there after having his heart stopped by BMO. It seems that the way to enter this dead world is to have unfinished business when alive which is how Jake enters as well as the Ghost Fly.
9th Dead WorldThe 9th Dead World is mentioned in the episode "James Baxter the Horse." When an angry ghost mauls Finn and Jake, Jake thinks about their impending death. He says that, since a lot of dead people will be there, they might become separated. So as a means of identification, Jake tells him to listen for a rhythmic clapping sound he will perform.
37th Dead WorldWand of Disbursement on Mars. Death appears to inhabit this world and Abraham Lincoln was able to visit it at will. The 37th Dead World may be related to Land of the Dead, as Death is shown to dwell there in "Death in Bloom."
50th Dead World
The 50th Dead World may be a location, theoretically similar to a heaven, mentioned one time in "Ghost Princess" when Ghost Princess beckons her love, Clarence, to ascend with her there. However it may also be a figure of speech as there is no way to discern where they went.