The Rooster Crown (spoilers all RotE books)

[Mervi]

I think there are clearly some hints to an afterlife not only in what Nighteyes says, but also in Golden Fool there's a description of Fitz glimpsing a snowy landscape and knows the wolves are waiting for him and he follows the tracks Nighteyes left for him. He seems to be in some sort of "inbetween" world, not quite dead but not in the Real World either. I think this is referred to both after his fight when he goes to kill the Wit-stallion and during some Skill-healing session later.

Quite a change from the first trilogy where he describes Shrewd's death "as a bubble popping" (or something like that) and how he just simply "wasn't there" anymore.