On the series finale of The Leftovers Nora (played by Carrie Coon) decided to take a leap of faith and undergo a risky experiment of transporting herself to another world in the hopes of finding her departed children. The transportation process involved Nora going into a glass bubble that filled with liquid. She was provoked to action by a fight she got into with Kevin (played by Justin Theroux) where he told her that she needed to be with her kids.
After the transportation, we next saw an older Nora in Australia many years later and we were left wondering if the experiment had been a failure. When Kevin showed up, finding her only after years of searching, she explained to him that the experiment had been a success. She'd gone through, to our same world, but it was only populated by the 2% that had departed. She said, "Over here, we lost some of them. But over there, they lost all of us."
Then Nora explained that she found her family and watched her husband and two children from afar, older now but happy. She then tracked down the scientist who had created the machine and asked him to build the same machine so that he could send her back because she felt like she didn't belong there. Nora said she didn't tell Kevin because she knew he would never believe her. But when he said that he did, they finally reconnected on an emotional level.
So, was it a parallel universe that Nora went to? Or was this just a fiction she had created to tell Kevin and perhaps herself? The Leftovers ended with answering both everything and nothing, giving the viewer the option to have as much or as little faith in Nora's story as they choose.