The concept is known as a “parallel universe,” and is a facet of the astronomical theory of the multiverse. There actually is quite a bit of evidence out there for a multiverse. First, it is useful to understand how our universe is believed to have come to be.
Around 13.7 billion years ago, simply speaking, everything we know of in the cosmos was an infinitesimal singularity. Then, according to the Big Bang theory, some unknown trigger caused it to expand and inflate in three-dimensional space. As the immense energy of this initial expansion cooled, light began to shine through. Eventually, the small particles began to form into the larger pieces of matter we know today, such as galaxies, stars and planets.
One big question with this theory is: are we the only universe out there. With our current technology, we are limited to observations within this universe because the universe is curved and we are inside the fishbowl, unable to see the outside of it (if there is an outside.)