Obito and Rin are in purgatory

[Enigmatic]

They both technically committed suicide so they both are waiting in purgatory. Perhaps that's why Obito was able to Kamui.

 

[BlacLord™]

If you call it suicide in Obito's case, they go to hell, not purgatory.

 

[Sir Cool Blizzard]

Or limbo......I too think that Kishi is going to expand upon on that world ......Unsatisfied souls like Rin, Kakashi's Dad, Hagoromo all appear to be in some world/dimension!!
I even think Edo tensei get their unlimited chakra from that world (where else will they get it from?)......Ashura and Indra's chakra are also transmigrated from that world periodically.....and Obito in the last chapter says that chakra links both the worlds (What did he mean by that?)!! :Omg:

 

[Tobi98]

Or it's just Obito's subconscious...

 

[AGoodBoy]

Or it's just Obito's subconscious...

Exactly what I think.

Makes more sense than rin someone being in some blank dimension waiting for obito all this time. She didn't care for him that much lol... she'd more be waiting for kakashi... the guy she loved.