I agree with denuseri, this is basically the same as asking if there is a god. Without gods there can be no heaven or hell.
But then, is the reverse true? Can you have gods without having heaven or hell?
It would seem to me that, if you define heaven as a place of reward where your soul lives with the gods, then you must have a hell, a place of punishment, even if it's only a place without the gods. This seems to be the basic concept behind most religions.
And if you have a heaven without a hell? Then it doesn't matter if there are gods or not. Regardless of what you do, you end up in the same place.
What about heaven and hell without gods? Well, that doesn't work! Who decides who goes where?
I think being an atheist is easier. No gods, no heaven, no hell. Just here and now.