The only known Celestia was introduced in Disgaea: Hour of Darkness. This Celestia is connected to Laharl's Netherworld by a sealed gate. It is initially explored when Flonne is pictured departing, sent off by Lamington, the Seraph who rules over Celestia. The party travels and battles here in the final chapter: What Lies Beyond the Battle.
The Raspberyl Mode DLC for Disgaea 3: Absence of Justice has a chapter which reveals that Evil Academy also has a pathway connected to the Celestia featured in Hour of Darkness, allowing the Academy students to (potentially) go to Celestia.
In Hyperdimension Neptunia, a tangentally-related game to the Nippon Ichi games, there exists another Celestia paired with the human world of Gameindustri. This Celestia is the home of the CPU - the Console Patron Units, who are in many ways not unlike the Angels of Disgaea's Celestia.