The Neitherworld (debatingly referred to as The Land of the Dead by some Tim Burton fans, even though not all citizens are ghosts or undead) is the world Beetlejuice originated from. The name of his hometown there is more of a mystery then he is, though those with an eye for the abstract say it is a warped and weirded-out version of Peaceful Pines (perhaps another dimension, for when Lydia travels there via her doorway, her room is located just a few blocks down from BJ's Roadhouse) so it might make sense that he lives in "Wormwood", as intitled once in Caddy Shock via the "Wormwood Neitherworld Golf Turniment". The undead's appearance is usually in the form of what they looked like when they died (e.g. clothes they were wearing, exact state of body, ect.)
In the Neitherworld, almost everything is a pun to the point of bizarre, from "weeping" willow trees to Davy Jones' "Locker", which was the most likely inspiration for Beetlejuice's sense of humor. Not all the local notice the pranks going on around them, however, and tend to take their world as seriously as most people in the "Outerworld" take theirs. This is most likely a recap of the movie version, in which it is pointed out that being dead doesn't make things any easier.
Though The Neitherworld is a twisted, exaggerated version of our world, it is far more extended in the series than in the movie. Most notable being an episode or two that shows Beetlejuice at the Counciling Building that strikes great similarities to the film's mere glimpse of the afterlife. Most noticeably, Juno, the caseworker, and the Maitlands are nowhere to be seen.