Not really, at least as far as I remember; Wraith had the Underworld or w/e it was called, but that was just a sort of alternate dimension more akin to D&D planes. Mage had a lot of weird ideas about Consensual Reality that I never read too much about, but AFAIR the final take was more along the lines of "whatever the people believe is the truth of the world" than "there's multiple truths out there overlapping one another like onion layers".
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I may be mixing my editions up, or I may be thinking about something else entirely. I haven't touched a WoD rulebook in years, tbqh.