Wouldn't Kill You to Have a Little Faith

He wants to believe that she has gone to a better place. He wants to believe, but he can't. Because instead of being up there, she is with him down on earth, haunting his every step, refusing to let him give in to the darkness even though he desperately wants to. (Alternatively: Five times Daryl "saw" Beth after her "death", and the one time he finally, really did.)