This multifaith stained glass window is arguably the iconic image of the Lost finale, if not the whole series. The screenshot is from Jezebel, where Tracie Egan provides a characteristically insightful analysis of the show's Buddhist themes:
a component of Tibetan Buddhism, bardos are the different phases the deceased experience between dying and rebirth. It's a dream-like reality, created by the "awareness" (or a soul) that is freed from the body upon death. Because of the disconnect of the awareness from the physical body, the deceased doesn't immediately realize that he or she is dead. In the different bardo phases, the "awareness" needs guidance—from different deities, or, you know, guides (hello, Desmond)—to attain enlightenment, i.e., realize that they're dead. A karmic mirror (remember all those mirrors?) is held up to the deceased so that s/he can reflect and eventually recognize. Once this happens—and it can happen in any of the bardo phases, depending on how much emotional baggage a person has packed for the afterlife—the deceased achieves Nirvana, and can "move on." Depending on your belief system, this can be heaven, reincarnation, or some kind of simulated reality, like Eloise Hawking for herself and her son.
For more on how Tibetan Buddhism relates to other faiths, check out this new NY Times op-ed by the Dalai Lama himself--who, for all his spiritual insight, still fails to explain the deeper meaning of Lost's polar bear.