Srimad Bhagvata Mahapurana: Book 1: Chapter 15: Verses 36-51
When Lord Sri Krsna (the Bestower of Liberation) bodily departed from this earth, leaving behind His stories which are charming to the ear, that very day entered the Kali age, which leads men of unawakened consciousness to unrighteousness. The wise king Yudhisthira saw the growth of vices like greed, falsehood, deceit and violence etc., not only in the city (of Hastinapura) but in the whole of his state, nay, in every home as well as in the mind of the people, and, concluding therefrom the advance of the Kali age, prepared to depart from this world. At Hastinapura the emperor installed his grandson (Pariksit)---who was not only well-disciplined but was his own compeer in virtues-as the sovereign of the ocean-girdled earth; while at Mathura he enthroned Vajra (the son of Aniruddha and the only surviving member of Sri Krsna's family) as the lord of the Surasenas. Then, having offered a sacrifice to Prajapati (the divinity presiding over procreation), Yudhisthira, who had mastered his self, received the sacred fires into himself (renounced his home and became a recluse). Leaving at the palace his fine clothes, bangles and all he renounced the feelings of "I" and "mine" and completely severed all his worldly ties. He mentally merged his speech into mind, the mind into Prana (the vital air, which has its seat in the lungs), the Praha into the Apana (the life-wind which goes downwards and out at the anus), the Apana with its function (of excretion) into Mrtyu (the god of death) and merged Mrtyu into his body made up of the five elements. Thus realizing his body as nothing but death, the royal sage (Yudhisthira) merged the same into the three Gunas (modes of Prakrti); these three Gunas, again, he merged into the one fundamental Prakrti (Nature). This Prakrti, which is the universal Cause, he merged into the Jiva (individual soul) and the Jiva into the imperishable Brahma (the Absolute).
(In other words, he began to feel that the whole of this phenomenal universe is the same as Brahma). Clad in rags, and abstaining from food and drink, he took a vow of complete silence, flung about his hair in a disorderly way and exhibited himself like a dullard or a madman or a fiend. Waiting for none and hearing nothing like a deaf man, he came out of the palace; and contemplating in his heart on the supreme Brahma, he took the path towards the north, a path trodden by exalted souls even in the past, and treading which one does not return. Finding the people on earth in the grip of the Kali age, the promoter of unrighteousness, all his brothers too followed him with a similar resolve (to attain the divine Abode). Having fully achieved all the ends of life and knowing the lotus-feet of Lord Vaikuntha (Sri Krsna) as their eternal abode, they clung to them with their mind. Their intellect being purified by Devotion that had grown in intensity through meditation on those feet, their mind was exclusively fixed on the supreme Reality of Bhagavan Narayana (Sri.Krsna), which is the abode of only those who are purged of all sin. With that pure mind they attained that goal which is difficult of. attainment for the wicked and sensually-minded. Vidura too, whose mind was fully controlled and possessed by Sri Krsna, cast off his body at Prabhasa (near Dwaraka); and with his thought fixed on Sri Krsna, he returned to his abode (the realm of Yama) accompanied by the manes (who had called there to take him back). Draupadi also, when she came to know of her lord's indifference (to the world), concentrated her mind on the divine Sri Krsna (the son of Vasudeva) and attained to Him. He who listens with reverence to this most sacred and blessed story of the departure in this manner of Pandu's sons, the beloved of the Lord, develops devotion to Sri Hari (Sri Krsna) and attains perfection (final beatitude).
Thus ends the fifteenth discourse entitled the "Ascent of the Pandavas to Heaven",
in Book One of the great and glorious Bhagavata-Purana,otherwise known as the Paramahamsa-Samhita.