Apparently, Brandon Sanderson's fantasy is all part of the same universe: the physical realm, i.e. the planets (shardworlds) his books take place on; the spiritual realm, where the dead go (the happy place at the end of Mistborn); and the cognitive realm, which is a big secret right now. There's a meta-mythology going as well with the various god figures, source of their power -> related magic systems, and reccuring characters and concepts. This is the most ambitious and amazing project the guy has going, and it'll last him a lifetime. Incredible fantasy building individual worlds, then eventual crossovers and meta stuff? Hell yeah.
Also, the Final Empire is located at the North Pole of the Mistborn world, but there's something at the South as well.
It's actually a lot like Stephen King except more overt. Hopefully this doesn't end up like the Dark Tower...