Christianity
Most of what Christians believe about the end of the world can be found within the Revelation of St. John. Revelation is the written record of a vision shown to John the Apostle while he was exiled on the island of Patmos. The book speaks of terrible tribulations, the return of Jesus, a final victory over evil, and a glorious future without evil or suffering. Revelation also contains prophetic messages directed to the major churches of John the Apostle's time.
While all Christians are certain that the end of the world will arrive, they are divided when it comes to exactly how the prophecies in Revelation will be fulfilled. Amillennialists ("no millennium") believe that society will continue to decay until things cannot get any worse; then Jesus will return to conquer evil and announce the start of a glorious new era. Promillennialists ("for the millennium") believe that Jesus will return and reign for one thousand years; when the thousand years are over, Satan will break loose from his prison for the final confrontation with the armies of God. After evil has been permanently conquered, God's people will enjoy an eternity without pain or iniquity.
Judaism
Death is not the end of everything in Judaism. Judaism mainly stresses on a person's conduct in this life; and there is no certain belief to what the afterlife will be like. But existence after death is stated in the scripture. It is said that the righteous are to be gathered to their people and families, and a way of punishment for a person's sin is being cut of from his/her family. It is also believed that in the messianic age, the righteous will be brought to live in the peaceful earth at the time.
The Messiah (moshiach or anointed one) is supposed to come at the End of the Days of the world. He will be a great leader for his people, very knowledgeable in Jewish law and follows its commandments and encourage others to follow it. He would be a great military leader, and will establish a Jewish kingdom for the whole world and rebuild the Temple. There is no certain time for the coming of the Messiah; a time when he is severely needed or when the world is a good and peaceful place. There will be a time of war before him, and at his time he would make the world a peaceful and prosperous place. Jesus in Judaism is not considered the Messiah, as he did not fulfill that was expected of the Messiah.
Islam
A righteous person will always have God helping him and will be content in this world and the next. A person who's spiritually lost will never have the benefit of enjoying this life or the next, and God's wrath can be great for those who have sinned.
Examples of God's wrath are past nations who were destroyed for their sins. Different civilizations ended because of their falling deeper and deeper in concern for their lives and material things alone and ignorance of their purpose. Noah and Lot are examples of prophet's that came to people that were destroyed. Other examples;
"Each one of them We seized for his crime: of them, against some We sent a violent tornado (with showers of stones); some were caught by a (mighty) Blast; some We caused the earth to swallow up; and some We drowned (in the waters): it was not Allah who injured (or oppressed) them: they injured ( and oppressed) their own souls." (Quran Surah 29:40)
The end of the world will come when it is time for humans to be judged according to their lives here on earth; no one knows when it'll be, but there are signs for that last day. Major ones include the appearance of (simply translated) a huge destructive animal, Anti-Christ or False Christ, Jesus's return (destroying Anti-Christ and his followers) on which people would believe in Islam (monotheism; submission to God alone, which is what Islam means), and the appearance of a destructive tribe known as Gog and Magog. There will be many small signs; some of the most common examples would be an increase in natural disasters, wars, no ethical principles within society, and an increase in dishonesty.
It's up to each person to think carefully about what they did in their life before that final sleep, and to remember that they will answer for their deeds. Our lives here are the doorway to two different places; heaven or hell. Hell is a place where all those people who denied believing or trusting the existence of God go. Heaven is the place where the righteous believers go, and are rewarded for their patience in this world.