|“||The wind howled, the oceans crashed, lightning flashed. The Kingdom of the Dead did not give up on its souls that easily.||”|
— Joanna, trying to remove Lionel's soul from the land of the dead.
Hell (Helheim or Hel in Norse Mythology) is one of the nine worlds of the universe and the dimension who welcomes the dead. It is governed by Helda, the Norse Goddess of Death, but it appears that some Angels have some authority on this dimension as well (Lucifer, Azrael and Araquiel being the three most obvious).
This dimension is composed of nine circles, and the deeper you get into the land, the more your soul is lost forever. Behind the second circle of Hell, the soul of a deceased person belongs to Helda - and there is no way you can escape, unless someone calls upon the Orpheus Amendment.