Originally used to describe a place in between Heaven and Hell where some souls are thought to be stuck forever, gamers have began using the term to describe a place in a video game where you cannot get out of without shutting the console off. This most frequently occurs in RPGs and may or may not include a glitch.
I was playing Fallout 3 and one of the story characters disappeared. I was stuck in limbo until I shut the game off and tried again.
You get stuck in limbo after defeating the boss in Cheetahmen 2.