Actually he fell through the room with a veil (the thing you wear over your head). These religions--do they believe that dead people are separated by a veil or a vale (as in valley)?

The thing I think is interesting is that Harry's magic world is almost like a parallel universe. You go to a real train station to get to the magic train station. It's almost like being able to live on the other side of a mirror. I wonder if death is a parallel universe.

Could Sirius Black come back to the magical world. Why not? Although Lupin told Harry that Sirius was gone. I think Sirius could still help Harry from behind the veil even if he doesn't return to the magical world.