Hell is where the bad kids go. Its not hard to find. Its just south of Heaven, and slightly south west of New Jersey. Some people even hypothesize that Hell may actually BE New Jersey, but to date, there is no empirical evidence that either proves or disproves this theory. Like New Jersey though, it is a place that is not looked upon with great favor and nobody really wants to spend any time there if they can avoid it.
Basically, there are two types of beings that exist in Hell: Demons and lost souls. Demons may either be fallen angels or nightmarish entities born in Hell itself. The souls of the damned are those people who have shuffled off the mortal coil, but were just too damn mean to ever make it into heavy. Basically, the place is filled with a-holes.