|Canto 1: Creation||Chapter 15: The Pāṇḍavas Retire Timely|
Bhaktivedanta VedaBase: Śrīmad Bhāgavatam 1.15.49
viduro 'pi parityajya
prabhāse deham ātmanaḥ
pitṛbhiḥ sva-kṣayaḿ yayau
viduraḥ — Vidura (the uncle of Mahārāja Yudhiṣṭhira); api — also; parityajya — after quitting the body; prabhāse — in the place of pilgrimage at Prabhāsa; deham ātmanaḥ — his body; kṛṣṇa — the Personality of Godhead; āveśena — being absorbed in that thought; tat — his; cittaḥ — thoughts and actions; pitṛbhiḥ — along with the residents of Pitṛloka; sva-kṣayam — his own abode; yayau — departed.
Vidura, while on pilgrimage, left his body at Prabhāsa. Because he was absorbed in thought of Lord Kṛṣṇa, he was received by the denizens of Pitṛloka planet, where he returned to his original post.
The difference between the Pāṇḍavas and Vidura is that the Pāṇḍavas are eternal associates of the Lord, the Personality of Godhead, whereas Vidura is one of the administrative demigods in charge of the Pitṛloka planet and is known as Yamarāja. Men are afraid of Yamarāja because it is he only who awards punishment to the miscreants of the material world, but those who are devotees of the Lord have nothing to fear from him. To the devotees he is a cordial friend, but to the nondevotees he is fear personified. As we have already discussed, it is understood that Yamarāja was cursed by Maṇḍūka Muni to be degraded as a śūdra, and therefore Vidura was an incarnation of Yamarāja. As an eternal servitor of the Lord, he displayed his devotional activities very ardently and lived a life of a pious man, so much so that a materialistic man like Dhṛtarāṣṭra also got salvation by his instruction. So by his pious activities in the devotional service of the Lord he was able to always remember the lotus feet of the Lord, and thus he became washed of all contamination of a śūdra-born life. At the end he was again received by the denizens of Pitṛloka and posted in his original position. The demigods are also associates of the Lord without personal touch, whereas the direct associates of the Lord are in constant personal touch with Him. The Lord and His personal associates incarnate in many universes without cessation. The Lord remembers them all, whereas the associates forget due to their being very minute parts and parcels of the Lord; they are apt to forget such incidents due to being infinitesimal. This is corroborated in the Bhagavad-gītā (4.5).
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His Divine Grace A. C. Bhaktivedanta Swami Prabhupāda, Founder Ācārya of the International Society for Krishna Consciousness