Teoría Realmática
Realmatic Theory refers to the structure of the Cosmere. There are three realms, Physical, Spiritual, and Cognitive. In the preface to Chapter 57 in The Hero of Ages, Sazed writes, "I have come to see that each power has three aspects: a physical one, which can be seen in the creations made by Ruin and Preservation; a spiritual one in the unseen energy that permeates all of the world; and a cognitive one in the minds which controlled that energy."
Physical Realm
All of Brandon's published works take place almost exclusively in the Physical Realm. Of the three realms, it is the most readily understood, as it behaves in much the same way as our world does.
Spiritual Realm
All that is currently known about the Spiritual Realm is that it is the site of the afterlife in the Cosmere (at least for people from Scadrial, and likely for the rest of the Cosmere as well), and that when they are not in use, Shardblades are stored there.
Cognitive Realm
Extremely little is known about the Cognitive Realm. Brandon tends to be rather close-lipped on the subject.
Shadesmar
It has been speculated that Shadesmar, seen briefly in The Way of Kings, is a part of the Cognitive Realm. Little is known about Shadesmar. Its very existence was one of Brandon's best-kept secrets until the release of The Way of Kings.