The Morty Afterlife Zone is a place that is talked about in The Good Morty. It is a key aspect of Mortyism, and is basically the equivalent of Heaven, being considered a perfect, paradisiacal area, where Mortys will go to after they die and they have lived a life of being good and following the rules of Mortyism.
The Morty Afterlife Zone is watched over by The One True Morty. When Mortys go to the afterlife zone, they will be rewarded with their own space motorcycle and "many" sex slaves, all of which, resemble Jessica, each one with certain variations done to them, such as different hair colors, ethnicities, etc.
Although the religion could possibly have been a lie by Evil Morty, it was revealed in Mort: Ragnarick that people who believe in an afterlife have their consciousness drawn to a paradimensional layer of infinite energy, meaning that this afterlife could have turned out to be real for some faithful Mortys. Unfortunately, this would also apply to the In-Between-Lives Zone.