See Wikipedia - Jewish eschatology
Until the late modern era, the standard Jewish belief was that after
one dies, one's immortal soul joins God in the world to come while
one's body decomposes. At the end of days, God will recompose one's
body, place within it one's immortal soul, and that person will stand
before God in judgement. The idea of a messianic age has a prominent
place in Jewish thought, and is incorporated as part of the end of
days. Jewish philosophers from medieval times to the present day have
emphasized the soul's immortality.
Medieval rabbinical views
While all classic rabbinic sources discuss the afterlife, the classic
Medieval scholars dispute the nature of existence in the "End of Days"
after the messianic period. While Maimonides describes an entirely
spiritual existence for souls, which he calls "disembodied
intellects," Nahmanides discusses an intensely spiritual existence on
Earth, where spirituality and physicality are merged. Both agree that
life after death is as Maimonides describes the "End of Days." This
existence entails an extremely heightened understanding of and
connection to the Divine Presence. This view is shared by all classic
rabbinic scholars.
In contemporary Judaism
Irving Greenberg
Irving Greenberg, representing a Modern Orthodox viewpoint, describes
the afterlife as a central Jewish teaching, deriving from the belief
in reward and punishment. According to Greenberg, suffering Medieval
Jews emphasized the World to Come as a counterpoint to the
difficulties of this life, while early Jewish modernizers portrayed
Judaism as interested only in this world as a counterpoint to
"otherworldly" Christianity. Greenberg sees each of these views as
leading to an undesired extreme - overemphasizing the afterlife leads
to asceticism, while devaluing the afterlife deprives Jews of the
consolation of eternal life and justice - and calls for a synthesis,
in which Jews can work to perfect this world, while also recognizing
the immortality of the soul.
Conservative Judaism both affirms belief in the world beyond (as
referenced in the Amidah and Maimonides' Thirteen Precepts of Faith)
while recognizing that human understanding is limited and we cannot
know exactly what the world beyond consists of.
Reform and Reconstructionist Judaism affirm belief in the afterlife,
though they downplay the theological implications in favor of
emphasizing the importance of the "here and now," as opposed to reward
and punishment.
The quoted Wikipedia article says
In the late Second Temple period, beliefs about the ultimate fate of
the individual were diverse. The Essenes believed in the immortality
of the soul, but the Pharisees and Sadducees, apparently, did
not.[37].
“Pharisaic beliefs became the foundational, liturgical and ritualistic basis for Rabbinic Judaism.”. It is therefore surprising that the Wikipedia article asserts that the Pharisees did not believe in the immortality of the soul.
This article says that
In the afterlife, the Pharisees believed that the evil would be
punished for their sins and the good be rewarded and so acted
accordingly. The Sadducees by contrast “dismissed the idea of a soul
living after death and punishment in the next world.”
This article too points out Josephus held that
the Pharisees, the Jewish sect that founded rabbinic Judaism to which
Paul once belonged, believed in reincarnation. He writes that the
Pharisees believed the souls of evil men are punished after death.
whereas
The Sadducees rejected all Persian concepts such as resurrection,
angels, or spirits. The Sadducees did not emphasize life after death
at all …
I conclude that the Sadducees did not believe in the immortality of the soul while the Pharisees did.
So it seems that most Jewish denominations believe in the afterlife; the Sadducees did not believe in the afterlife.