Bardo is a Tibetan word and it describes the primary transitions through the various levels of experience constituting the process of embodiment and reincarnation. Bardo teachings are about the continuity and ongoing nature of mind and experience. These instructions relate directly to everyday life as well as death. According to the Buddha, all sentient beings are naturally enlightened and have been pure since the beginning. However, due to a small mistake, a little grasping develops into ego-clinging and a state of delusion. The bardo is the interval from the beginning of delusion until the return to the state of primordial nature. Until we reach enlightenment, everything is bardo phenomena. This will continue as long as we persist in dualism.
If you are interested in the Tibetan Book of Living and Dying and bardo teachings you might like these two volumes: