Tombstones are an item which you can unlock from loot boxes, which can provide you with more rewards.

If you die during a run in a room, and you have a tombstone equipped in your loadout, then a tombstone will be placed in the room precisely where you died. If you die multiple times in the same room, multiple tombstones will be placed in that room! 

The tombstone(s) will stay there until you clear the room, and once you do clear the room you will receive a small coin bonus for doing so!