Cosmere

The Cosmere is the universe in which many of Brandon Sanderson's works are set. Due to this, books that are set in the Cosmere share the same rules of magic, and some characters will makes appearances on separate worlds. Elements of this universe are being added throughout the multiple series, and will eventually become the main point of the Dragonsteel series and the fourth era of Mistborn.

There is a shared myth around the cosmere revolving around the power of creation, Adonalsium. It is broken into sixteen pieces called Shards during the event known as the Shattering. All of the magic on the numerous planets are derived from these Shards.

The current series that are set in the cosmere are the Elantris trilogy, Mistborn series, Warbreaker (and its upcoming sequel), The Stormlight Archive, and White Sand.

Realms
In the cosmere, everything exists in three realms: the Physical Realm, the Cognitive Realm, and the Spiritual Realm. Upon somebody's death, their corpse stays in the Physical Realm while a Cognitive Shadow forms in the Cognitive Realm. Generally, one's cognitive shadow moves on to the Beyond pretty quickly and their Investiture returns to the Spiritual Realm. This means that the more Investiture someone held in their lifetime, the longer they can linger in the Cognitive Realm before being pulled into the Beyond. Only Slivers - those who have held a decent proportion of a Shard's power - can resist the pulling of the Beyond forever.