Planar Travel

Travelling between the planes is, as far as anyone can prove, impossible. There have been numerous attempts throughout the history of Arratha, which have resulted in everything from explosions to corporeal disfiguration to complete disappearance (which some take as evidence that the person must have gone to a different plane, while others insist means they simply blew themselves up in a way that was less destructive to their surroundings than others).
People have, however, learned how to draw energy from those other planes, which allows them to accomplish feats they would otherwise not be able to. Clerics and Warlocks are the primary examples of these spell shapers, able to draw upon energy from outside the material plane to cure or cause wounds, create or destroy objects, and more.
Because these people have developed abilities that are beyond those others may possess, there have been a few cults that have developed over the years, following either a particularly charismatic leader who has proven able to harness these abilities, or a belief in some being from another plane of existence that they will eventually be able to bring forth into the material plane, giving those who helped them power beyond their wildest dreams.
The Fist of Pain and the Hand of Sorrow are both organizations that were created because of some experience with another plane, and grew an intense following, who insist that their methods and their beliefs are the best way to live.
There are also some much smaller organizations that have beliefs about specific beings from other planes, and work towards punching a whole between realms and bringing that being forth. These organizations are far less vocal about their beliefs to those outside of it, however, as they want as little interference as possible in achieving their goals.