Limbo is one of the in-between-worlds dimensions that unwary souls can find themselves trapped in. The Nac Mac Feegle have been to a couple of versions of Limbo. They're hard to get into, ye ken, because the door is verra low...
Another excellent TP joke in which he mixes up the two different meanings of the word on Roundworld.
The concept of Limbo refers, in Roman Catholic theology, to the "edge" of Hell): a speculative idea about the afterlife condition of those who die in original sin without being assigned to the Hell of the damned. Limbo is not an official doctrine of the Roman Catholic Church, but believed in nevertheless. Medieval theologians described the underworld ("hell", "hades", "infernum") as divided into four distinct parts: hell of the damned (which some call gehenna), purgatory, limbo of the fathers, and limbo of infants.
On the other hand, Limbo is a dance that originated on the island of Trinidad. The dancer moves to a Caribbean rhythm, then leans backward and dances under a horizontal pole without touching it. Upon touching it or falling backwards, the dancer is "out". When several dancers compete, they travel in single file, and the stick is gradually lowered until only one dancer — who has not touched either the pole or the floor — remains.