Many belief systems, such as Hinuism (probably too broad) and certain sects of buddhism believe that there are 7 realms of existence. They believe, dependin on the state of your mind when you die, that you are born into different realms after death (though you can certainly still be born into the same one, that being Earth).

Also keep in mind that the theory's of reincarnation and rebirth are different. While I have no solid belief in the matter, I find the idea of rebirth under traditional buddhist philosophy most probable. In rebirth, there is no soul or permanent self. The self is merely a vast and complex collection of many processes, constantly arising and falling in and out of existence (looking at the quantum world, and to a degree the bio-molecular world, this holds true).

If one does not reach enlightenment, the cycle of rebirth continues. This is because an unenlightened mind still clings to many things, the biggest being ones own existence as a distinctly separate entity. When you die the processes that make up the self fall apart, and "you" do indeed die. But, there is a remaining essence of your consciousness that still clings to your living form. And so, being in a state of clinging and craving (craving is a central aspect of clinging), this base energy, this shadow of your consciousness, seeks to return to it's living state. Thereby, it seeks out a developing fetal consciousness that most closely resembles your former living self, and joins with that foetus to create new being that holds the experiences of your former life, while creating the fresh aspects of the new life.