Fantasy has long borrowed the idea of "another world" from myth, legend and religion. Heaven, Hell, Olympus, and Valhalla are all “alternative universes” different from the familiar material realm. Modern fantasy often presents the concept as a series of planes of existence where the laws of nature differ, allowing magical phenomena of some sort on some planes. This concept was also found in ancient Hindu mythology, in texts such as the Purina’s, which expressed an infinite number of universes, each with its own gods. Similarly in Persian literature,
"The Adventures of Bulukiya", a tale in the One Thousand and One Nights, describes the protagonist Bulukiya learning of alternative worlds/universes that are similar to but still distinct from his own. In other cases, in both fantasy and science fiction, a parallel universe is a single other material reality, and its co-existence with ours is a rationale to bring a protagonist from the author's reality into the fantasy's reality, such as in The Chronicles of Narnia by C. S. Lewis or even the beyond-the-reflection travel in the two main works of Lewis Carroll.
Or this single other reality can invade our own, as when Margaret Cavendish's English heroine sends submarines and "birdmen" armed with "fire stones" back through the portal from The Blazing World to Earth and wreaks havoc on England's enemies. In dark fantasy or horror the parallel world is often a hiding place for unpleasant things, and often the protagonist is forced to confront effects of this other world leaking into his own, as in most of the work of H. P. Lovecraft and the Doom computer game series, or War hammer/40K miniature and computer games. In such stories, the nature of this other reality is often left mysterious, known only by its effect on our own world.