This sentence is a literary expression, not a real phenomenon.
Yellow and Naihe Bridge are elements in ancient myths and folklore in China, which are often used to describe the journey of the deceased to the underworld.
The phrase "there are ghosts on the way to the underworld, and there are voices on the bridge to regret" is usually used to describe that people have made many mistakes during their lifetime, so they will encounter many evil spirits and unfortunate things in the underworld after death, and they can only regret and suffer constantly on the bridge to the other side.