At the end of Harry Potter and the Order of the Phoenix, some new questions are raised.
[spoiler]Dumbledore mentions that there’s a room in the Department of Mysteries that is always kept locked, and that this room contains a power stronger than death. He also mentions that Harry possesses this power, and Voldemort cannot stand it. If I’m not mistaken, Harry encounters this room and can’t unlock it even with Sirius’s knife. Just what is this power?
Also, what is that archway with the veil in the Department of Mysteries? Sirius mysteriously disappears into it, and Harry and Luna hear voices from it, which Luna says are voices of people in the afterlife! And, of course, there’s Harry’s discussion with Nearly Headless Nick about death. Nick doesn’t know exactly what lies beyond death, but he knows that there is a “beyond”, and says that the Department of Mysteries does research to determine its nature. If you put both of these things together, it would seem that the Department of Mysteries has actually discovered the nature of the afterlife itself, and may have even created a portal to it!
Finally, when Dumbledore confronts Voldemort, he ominously states that there are more ways to destroy a man than kill him, and that there are far worse things than death. What does this mean? Does Dumbledore know about some form of eternal torment in the afterlife?[/spoiler]