Board Thread:Lore Discussion/@comment-24372248-20150615183642/@comment-10993011-20150724040448

They go to one of the realms of Aetherius, are recycled in the Dreamsleeve, or become servants of Deadra in the realms of Oblivion. And apparently if you're killed in the name of the Dark Brotherhood you travel to the void, which is literally nothingness.

It doesn't work like in the Abrahamic thought in which nonbelievers and 'bad' people are sentenced to one realm while believers and 'good' people reaside in another. It's about the person's beliefs on where they'll go  and whether or not they meet any requirements for specific realms.

I don't think there are really any atheists on Nirn. In a world where the affects and power of the Aedra and Daedra are very visible, it's hard to deny their existance. The Dwemer were probably apathetic towards religion and probably saw no reason to worship Aedra, Daedra, or other spirits.