Scientifc American has a fascinating article by Jesse Bering that explores why every culture has at least some notions of an after-life:
Why do we wonder where our mind goes when the body is dead? Shouldn’t it be obvious that the mind is dead, too?
And yet people in every culture believe in an afterlife of some kind or, at the very least, are unsure about what happens to the mind at death. My psychological research has led me to believe that these irrational beliefs, rather than resulting from religion or serving to protect us from the terror of inexistence, are an inevitable by-product of self-consciousness. Because we have never experienced a lack of consciousness, we cannot imagine what it will feel like to be dead. In fact, it won’t feel like anything—and therein lies the problem.
The common view of death as a great mystery usually is brushed aside as an emotionally fueled desire to believe that death isn’t the end of the road. And indeed, a prominent school of research in social psychology called terror management theory contends that afterlife beliefs, as well as less obvious beliefs, behaviors and attitudes, exist to assuage what would otherwise be crippling anxiety about the ego’s inexistence.
According to proponents, you possess a secret arsenal of psychological defenses designed to keep your death anxiety at bay (and to keep you from ending up in the fetal position listening to Nick Drake on your iPod). My writing this article, for example, would be interpreted as an exercise in “symbolic immortality”; terror management theorists would likely tell you that I wrote it for posterity, to enable a concrete set of my ephemeral ideas to outlive me, the biological organism. (I would tell you that I’d be happy enough if a year from now it still had a faint pulse.)
Yet a small number of researchers, including me, are increasingly arguing that the evolution of self-consciousness has posed a different kind of problem altogether. This position holds that our ancestors suffered the unshakable illusion that their minds were immortal, and it’s this hiccup of gross irrationality that we have unmistakably inherited from them. Individual human beings, by virtue of their evolved cognitive architecture, had trouble conceptualizing their own psychological inexistence from the start.
Read it all here.