This was in one of Rod Serling’s short story collections (I think):
Man kills his wife but then feels guilty.
At a seance she speaks to him, says she’s in heaven, tells him she forgives him and that she looks forward to seeing him again. She then pleads for him to bring her dog with him when he comes. He kills the dog and commits suicide. In the final scene the dog comes running up to her all excited. He says “I’m glad I can be with you again forever here in heaven.” She says, “Oh wait, you’re a murderer, remember? You go to the other place.”
No, the guy and his dog go raccoon hunting against his wife’s wishes and both drown - he doesn’t know he’s dead at first, but it gradually comes to him and he almost enters hell but Rip warns him. Pretty heartwarming episode of a great series.