The following excerpts are taken from Dukas and Hoffman.
On 17 July 1953 a woman who was a licensed Baptist pastor sent Einstein in Princeton a warmly appreciative evangelical letter. Quoting several passages from the scriptures, she asked him whether he had considered the relationship of his immortal soul to its Creator, and asked whether he felt assurance of everlasting life with God after death. It is not known whether a reply was sent, but the letter is in the Einstein Archives, and on it, in Einstein's handwriting, is the following sentence, written in English:
I do not believe in immortality of the individual, and I consider ethics to be an exclusively human concern with no superhuman authority behind it.
In Berlin in February 1921 Einstein received from a woman in Vienna a letter imploring him to tell her if he had formed an opinion as to whether the soul exists and with it personal, individual development after death. There were other questions of a similar sort. On 5 February 1921 Einstein answered at some length. Here in part is what he said:
The mystical trend of our time, which shows itself particularly in the rampant growth of the so-called Theosophy and Spiritualism, is for me no more than a symptom of weakness and confusion. Since our inner experiences consist of reproductions and combinations of sensory impressions, the concept of a soul without a body seems to me to be empty and devoid of meaning.
It is a good thing that this individual life has an end with all its conflicts and problems. … Those who brought about the belief that the individual continues to live after death must have been very sorry people indeed.
— From a letter of condolence upon the death of Einstein's brother-in-law. See Goldman, p.89.
… nor would I want to conceive of an individual that survives his physical death ; let feeble souls, from fear or absurd egoism, cherish such thoughts. I am satisfied with the mystery of the eternity of life … (clearly Einstein means here the eternity of life as a whole, rather than the life of an individual - ed.)
— See Goldman, footnote p.93.
I believe the mind is immortal in the same sense as the body for it is difficult to doubt that the capacity to build living bodies and consciousness is connected with matter. But I see no justification to extend personality beyond the span of life of the individual. (Goldman sees a change in tone between this quotation and the preceding one; but I find each quotation consistent with the other. - ed.)
— See Goldman, footnote pp. 92 - 93.
We know consciousness as the essential part of our ego and by analogy as the essential part of other egos. The poverty of our expression does not show us more of it. We can only guess and even this guessing does not have a clear meaning to our thought. There seems to be no other attitude than humility and modesty. The only thing I am feeling strongly about is: It seems foolish to extend our personality beyond our life in both directions and we do not know what consciousness means outside the frame of the personality.
— See Goldman, p.91.
The fact that man produces a concept "I" besides the totality of his mental and emotional experiences or perceptions does not prove that there must be any specific existence behind such a concept. We are succumbing to illusions produced by our self-created language, without reaching a better understanding of anything. Most of so-called philosophy is due to this kind of fallacy.
— See Goldman, p.89.
Einstein's conclusion here seems very close to the Buddha's concept of anatman.
I read on a pantheist subreddit once that all religions were created by the universe to serve the universe, so at base point to the same. I think that's what people like Alan Watts and Walt Whitman were on to.
But as Einstein wrote:
The more deeply philosophical doctrines, as far as questions of existence are concerned, are thought about, the less different they are from each other.
See Goldman p. 87. - the ed.