Elsewhen
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Elsewhen (1941) is a novella by Robert A. Heinlein, concerning time travel and parallel universes. It is collected in the book Assignment in Eternity.
In this story five diverse students attend a philosophy seminar. The professor explains that he learned how to use his mind to go back in time and correct a bad mistake in his life. By hypnosis he lets them travel to alternate worlds of their choice. The religious person goes to her version of heaven. One couple eventually moves to a world at war with space invaders. They are helped in their conflict by the other couple and the professor who have settled on a Flash Gordon-like planet and share its technology with them.
The story is notable for its speculation on how the mind can shape reality. It is also one of several Heinlein stories showing very strong women. One of the students lives with a Neanderthal family and gives herself an appendectomy, while in an alternate universe the sister of another one is a combat army officer.