The tree was gone, and the world was gone, and the morning-gray sky above him was gone. The sky was now the color of midnight. There was a single cold star shining high above him, a blazing, twinkling light, and nothing else. He took a single step and almost tripped. Shadow looked down. There were steps cut into the rock, going down, steps so huge that he could only imagine that giants had cut them and descended them a long time ago.
The Underworld is the realm of the dead in Egyptian mythology. The deceased's heart would be weighed against a feather representing truth and justice. If their hearts were heavier than the already-weighted feather, they would be eaten by Ammet.
Shadow is in the darkness with a single star above. There are steps in the rock and he climbs down them, wearing the same jeans and t-shirt he wore when he first encountered Zorya Polunochnaya and she gave him the moon. She is waiting for him and tells him that all his questions can be answered but they can never be unanswered. He gives her back the 1922 silver liberty dollar and she tells him it brought him liberty twice and it will now light his way before placing the silver dollar back into the sky. She tells him to choose his path among hard truths or fine lies. Shadow chooses Truth and Zorya Polunochnaya asks Shadow to pay the price with his name. She reaches up to his head and pulls out a white flame on her fingertip, closing her hand around his name. She points him to the right-handed path.
Shadow proceeds down the path, seeing himself in prison, seeing himself beating up Larry Powers and B.J. West three years prior, seeing himself walking out with the money from the robbery, sees his trial where he was convicted of assault. He continues walking, stopping at a Chicago hospital room where his mother is dying of lymphoma. He continues walking farther back into his memories to where he and his mother are in Northern Europe and he is asking her about his father.
He moves on to an underground pool of water and drinks from it before reaching another moment in time where his mother is younger than he's ever seen her before. She is dancing with a man whom Shadow recognizes with little surprise as Mr. Wednesday. Shadow sees the salt on her lips and back of her hand before Mr. Wednesday takes her away. Shadow doesn't follow.
At a bend in the path, Shadow encounters Bast in human form. She points to three paths, telling him one way will make him wise, one will make him whole, and one will kill him. He tells her he is already dead and she replies that death is relative. He doesn't know which way to choose so she says she can choose for him if he trusts her but it will cost him his heart. She reaches inside his chest and pulls it out, closing her hand around it until it is gone. She tells him to take the middle path and to keep moving because the clock is ticking while the gods are gathering on the Mountain preparing for war.
The path splits again and he recognizes one path as the Hall of Forgotten Gods he dreamed about once before. He chooses another path but it doesn't seem right either, so he heads down the center path as Bast had directed him. A splashing noise reaches Shadow in the darkness and he waits on the shore as Mr. Ibis rows a boat over. As they row back to the other side, Ibis tells Shadow he is his psychopomp, there to escort him from the world of the living to the world of the dead. Even though Shadow didn't believe in the Egyptian gods, they believed in him and are now there to guide him on his way.
They disembark and Ibis takes Shadow to Anubis to be dissected and judged, leaving Shadow feeling painfully exposed as all of his sins are examined. Anubis asks for Shadow's heart and Bast passes it to Ibis. If Shadow's heart is too heavy, it will be fed to Ammet, the Eater of Souls. Anubis brings out a pair of golden scales and places a feather on one side and Shadow's heart on the other as Ammet lurks in the shadows, waiting. The scale balances out and Shadow is allowed to choose where to go next. Shadow asks for no heaven or hell but to simply rest and let it end. Mr. Jacquel opens a door to Nothing for Shadow and he walks through joyously.