Quantum mechanics allows for the possibility of many worlds:
The many worlds of quantum mechanics are totally independent. No interaction between them, and nothing to suggest it is possible.
What happens to the energy of consciousness?
Consciousness itself is not an energy form, it is a process driven by energy. That energy becomes waste heat when you die.
In one sense people that say you become one with the universe when you die are right. But somehow I think they had something other then waste heat in mind.