I'll have to agree with Silent Hill 2. I think nothing quite captures the feeling of hell like the grotesque space that James finds himself in.
I also love doom or The Evil Within 2's versions of hell.
If you're interested in demon-slaying games, I recently wrote some articles about the best
demon-slaying, best Horror
fps, and best
AAA horror games for a site called gamersdecide.
I think they provide plenty of hell-in-games to get a complete picture of the things gaming has to offer