At one point, it was believed that the world was hollow with a sun in the center, it was once believed that the earth was the center of the universe. Of course, these theories have since been disproved. A Bardo is just that, what happens when a theory that was once believed to be true is proven to be unable to exist. This results in a Maniac Storm which brings the Bardo into being has an alternate reality of sorts, the Bardo sustains itself on Mania and can be visited. Keep in mind, however, that these places are not technically real. All artifacts from Bardos which cannot usually exist in normal reality are treated as Wonders once they are brought out of their Bardo. They require Mania to work, and as usual, don't let normals mess with them.
There are as many Bardos as there are disproved theories about how the world, life, the universe, and everything work. Every Bardo is different, with the rules of reality within different with each one. Since a Bardo is created by a sudden shift in belief and understanding, any theory can birth a Bardo. Of course, nobody seems to know what would happen if a absolutely true theory suddenly was believed to be false (though it is highly unlikely that anything good would come of this event).