Dragon Ball Z has one of these in the form of the "Grand Kai's planet", where the universe's mightiest heroes spend all eternity perfecting their fighting skills. The criteria seem to be based on valor rather than deeds - Krillin and Yamcha wind up there after being mopped up by Majin Buu.
The afterlife in general is based around combat. While the good pass on to Heaven as spirits and the evil end up cleansed and reincarnated, the heroic get to keep their bodies and travel the afterlife to receive training from various deities. The only downside is if you die as a dead man you're erased from existence, with no resurrections at the day's end like other incarnations of this trope.
This is the idealized vision of Japan of Shishio Makoto, Big Bad of the Rurouni Kenshin universe: It is a country wherein "the flesh of the weak is food for the strong", and only warriors as great as he may survive, eventually creating a universally strong Japan that can hold its head up with pride in the international arena. A vision truly worthy of respect, nightmarish cruelty notwithstanding.
In Shin Getter Robo Armageddon, after cutting Jupiter in half, Ryoma, Hayato and Benkei are sucked into a giant space vagina where they will spend all eternity fighting alongside parallel reality versions of themselves against aliens who gain power by sucking up god's evolutionary divine energy. In New Getter Robo, that Ryoma seems to end up there, too. Fans oftentimes refer to this as "Getter Valhalla", some going so far as to posit that it was created by the actions of other versions of the same characters in the other various Getter Robo manga and OVAs.
Puella Magi Madoka Magica: Implied to be created as a result of Madoka's universe rebuilding wish. Before this, a magical girl with a sullied soul gem turned into a witch. Soul gems are sullied from tremendous use of magic and/or despair which could come from combat fatigue. After Madoka's wish, Madoka herself appears before them moments before they witch out, drains their grief, and then takes them somewhere like a valkryie.
A side-story in B.P.R.D. features Johann and Kate trying to exorcise the spirit of Lobster Johnson, a World War 2-era adventure hero. After taking him to the ruins of the Nazi fortress where he died, Lobster's ghost disappears and Johann sees a vision of him battling an army of Nazis and zombies, standing atop a mountain of his enemies' corpses. When Kate asks if his spirit is at rest, Johann simply says, "He's happy."
Valhalla exists in Marvel Comics continuity too, but exactly what their policy is in modern times isn't clear. The Valkyries - led by Brunnhilde, a member of the now-defunct Defenders - are still around, and while they officially stopped gathering heroic warriors roughly a millennia ago, she has been seen a couple of times by other heroes who were on the verge of dying, suggesting the place might make a few exceptions.
Discworld features it as one of many afterlives, complete with Valkyries showing up to ferry the souls of dead warriors (and one slightly confused school teacher) there. The Nac Mac Feegle, on the other hand, believe that they're already dead and the Discworldis their Valhalla.
The Xenexian afterlife in Star Trek: New Frontier involves perpetual fighting; whether you fall or survive, you wake up the next day to the same battle.
Live Action TV
Is it any surprise that Klingon heaven, Sto'Vo'Kor, is described as this? Traditionally, when a Klingon dies in combat, any other Klingons who witness his death (including the one who killed him, if he is a Klingon and he has a chance to do so) howl to the sky to inform Sto'Vo'Kor that a warrior is about to arrive.
The best part is that their belief system not only features this, it says they set it up themselves, after killing off their gods. They were, apparently, "Too much trouble."
It's somewhat telling that Duras didn't get this treatment when Worf killed him, even from his own men (at least, in front of Worf and Picard). Worf, of course, wasn't about to perform the ritual as he knew Duras was going to Gre'thor anyway.
In True Blood this trope is literally invoked in all it's Norse Mythology glory when Eric remembers being fatally wounded in some Viking raid. He is turned into a vampire instead.
In Norse Mythology, it's believed that half the dead in battle that are chosen by Valkyries go to Valhöll (or Valhalla), Odin's hall. Valhöll is an incredibly vast, majestic hall located in Ásgarðr/Asgard. Odin is, of course, a God of war, poetry, wisdom, and magic. The other half would go to Freyja's hall, Sessrúmnir. Freyja being, of course, a Goddess of fertility, beauty, and war. In Odin's hall, warriors feast all night and train all day for Ragnarök.
For the Chaos Space Marines and the Orks, it's certainly heaven. The only thing better than fighting there, is fighting the Imperium in real-space.
Played straight also by the Orks, naturally. The Imperial world of Armageddon is presently in a state of constant warfare between the Orks and the Imperium, and is thus seen as a type of Warrior Heaven by nearby Orks, who flock to it whenever possible. In a more literal example, a Warboss named Tuska fought his way into the Eye of Terror after acquiring a taste for killing Warp-spawned abominations and wound up stranded on a Daemon World, trapped in an eternal battle where the fallen auto-revive each day. Orks being Orks, what would be hell for any unfortunate Imperial Guardsman is pretty much Orky paradise. "Told yer I knew where da best fightin' woz."
The Space Wolves chapter, as part of their whole "Space Vikings" schtick, recruit young warriors from the primitive tribes of their homeworld who fell in battle.
In Warhammer Fantasy, it's implied in writings involving Khorne, the Chaos God of War, that his realm of Chaos is seen as something akin to this by the Warriors of Chaos. Unsurprising, given the Warrior's "Demonic Vikings" shtick. It helps that Khorne has his very own Valkyries in this version of Warhammer, who are female Daemon Princes. The most significant is Valkia the Bloody, who is said to choose the followers of Khorne who die in battle valorously to fight on in their God's endless daemonic legions on the blasted hellscapes of the Realm of Chaos.
Dungeons & Dragons features both a Warrior Heaven, the chaotic-good-aligned Ysgard, and a Warrior Hell, the lawful-evil-aligned Acheron. Not coincidentally, Ysgard is where the Norse Gods live in this continuity.
Age of Mythology, featuring aspects of Greek, Norse and Egyptian mythology into the gameplay, allow the Norse to potentially create the inhabitants of Valhalla - Einherjars (the warriors who went to Valhalla, as mentioned under the Mythology section), and/or Valkyries.
Big Boss from Metal Gear tried to make this ideal on Earth by making a giant fortress called "Outer Heaven," a world where Warriors will always be needed, honored and respected, never to be callously and ungratefully discarded of by nations like his mentor/adoptive-mother The Boss was. (This would be followed by Zanzibar Land, after Outer Heaven's destruction.) Of course, he did this by trying to start perpetual worldwide warfare.
Vindel Mauser from Super Robot Wars Advance believed that peace breeds corruption and decay and attempted to cause perpetual chaos and war across all dimensions, believing that the benefits of it (advances in technology amongst other things) outweighed the costs.
The Hall of Heroes in MediEvil is an eternal paradise for Gallowmere's greatest warriors, where they spend eternity singing, feasting and arm-wrestling with one another. Throughout the first game, Dan makes repeated visits to the Hall, hoping to be inducted there himself...
Quake III Arena's background story indicate player are fighting in Arena Eternal, a extradimensional structure created by an super advanced alien race called Vadrigar. They populated the Arena Eternal with the greatest warriors in all of time and space whom they kidnap at the split moment before they die a heroic death, for entertainment. It's basically a SF version of Valhalla.
In RuneScape, the not-so-intelligent goblins think they will go to their ancestral homeland Yu'Biusk upon death in combat, where they will fight eachother for all eternity. In the end, it turns out that Bandos, god of war and the one who brought them to Gielinor, has lied to them. Yu'Biusk is nothing but a toxic wasteland, devestated by war since millenia.
In The Elder Scrolls V: Skyrim, Sovngarde is the Warrior Heaven where all heroic Nords ascend to upon death, and it fits the bill. The main hall, the Hall of Valor, is a magnificent palace where the glorious dead drink golden mead, feast on massive boars, and battle for sport. Unfortunately when you go there in Skyrim, Alduin, the dragon god of the end times, has come to feed on the souls of newly dead warriors for sustenance, effectively turning Sovngarde into a Warrior Hell. Only the Hall of Valor is safe, due to protection from the god Shor.
In the first Valkyrie Profile, the player assumes the role of the Valkyrie Lenneth, sent to Midgard (the mortal realm, i.e. Earth) to recruit Einjerhar for the coming Ragnarok. How the story progresses (and what ending you get) hinges on your ability to recruit, train, and send the very best.
Lampshaded in the rulebook of Knights of the Desert, an old Commodore 64 game.
Zolomon's fate after his death in the collective game Zeon Quest. Implied to be Lister's eventual fate as well.
In The Grim Adventures of Billy & Mandy, Billy gets sent to Valhalla. (Apparently it was some afterlife clerical error.) Eventually Odin and Thor want him out because he out-eats and out-fights everyone.
In the Samurai Jack episode "Jack and the Lava Monster", Jack is challenged by an, uhm, lava monster who built a labyrinth of such lethal hazards that only the mightiest warriors would survive to reach him. As it turns out, he is actually a Viking warrior imprisoned in a body of stone by Aku, and seeks to die in honorable combat, as that is the only way one can gain acceptance into Valhalla. (Jack complies, and he gets his wish. The episode ends with the warrior - in his original, young human form - looking down from Valhalla as Jack walks away.)