The dead are consigned to either Heaven or Hell and cannot return.

While the Protestant reformers were, themselves, divided into conservative and reform wings over issues of walking spirits, they all held to the doctrine that the dead were irrevocably assigned to Heaven or Hell. It is not surprising that Hamlet, a student at Wittenberg, also adheres to this doctrine.

The undiscovered country, from whose bourn
No traveler returns, puzzles the will,
And makes us rather bear those ills we have
Than fly to others that we know not of?   (III.i.79-82.)

Here are some passages from Ludwig Lavater's demonology which demonstrate the Protestant conviction that there is no intermediate place between life and the eternal salvation or punishment that follows it.

Out of (...)scripture it is most cleare, that souls immediatly vpon their departure from their body, are caried vnto a certein place, whence they cannot of themselues returne, but needs must wait there for that terrible daye of iudgement. --Lavater, II,v, p.121.

As touching other common and laye men as they terme them, which say they haue seene one after his death, and haue heard and knowne him, and haue spoken with him: I easyly graunt they haue seene and heard some thing, and haue thought verily they were soules, and that they dyd speake with them. But it foloweth not therefore, that they were soules indeede, much lesse that any dead man hath appered in body and soul vnto them. For at Domes day only the soules shall returne to their bodies agayne. Souls are spirits, but spirits are inuisible, wherefore they cannot so be seene, vnless they take some outward shape vpon them. But it can neuer be proved by the testimony of holy scripture, that as good & euil Angels, so soules take some shapes vpon them...

VVhether soules do returne agayne out of Purgatorie

That soules, whiche are gon either to Heauen or to Hell, returne not thence, nor appeare agayne before the latter daye, perchaunce some menne would easely graunte: but they imagine there is a thirde place (whych is Purgatorie) oute of the which soules doe retourne vppon earthe. ...But wee haue proued before at large, bothe out of the scriptures, and also out of the writings of the auncient fathers, that the soules of the faithful are saued, and that the soules of the unbeleeuers are damned immediatly without delay, and therefore there is no Purgatorie.  --Lavater, II,xiii, pp. 155-156.

Testimonies out of the vvorde of God, that neither the soules of the faithfull, nor of infidels, do vvalke vppon the earth after they are once parted from their bodies.

Now that the soules neither of the faithful nor of infidels do wander any longer on the earth, when they be once seuered from the bodies, I will make it plain & evident vnto you by these reasons following. First certain it is, that such as depart hence, either die in faith, or in vnbleleef. Touching those that go hence in a right beleef, their soules ar by & by in possession of life euerlasting, & they that depart in vnbeleef, do streightway becom partakers of eternal damnation. ... And that the soulse both of the faithfull & vnfaithful, which presently after their death are translated to heauen or hel, do not returne thence into the earth before the day of the last iudgement, may wel be perceued by the parable of the rich man clothed in pruple,& Lazarus, as we read in the .xvj of Luke. --Lavater, II,iv, p.114

And in his [Augustine's] notable work, de ciuitate Dei, the .xiij. booke and .viij. chapter sayth: The soules of the godly so soone as they be seuered from their bodies be in rest, & the soules of the wicked in torment, vntill the bodies of the one be raysed vnto lyfe, and the other vnto euerlasting deathe, which in scripture is called the second death.  --Lavater, II,v,.116.