Hell is a place of damnation where sinners relive their worst moments over and over.
After The Saint of Killers was killed, he was damned to Hell. The Saint of Killers then relived his families passing over and over. After which, the Saint would return to Ratwater and kill all its citizens. Eventually, the Saint of Killers was released from Hell by Fiore and DeBlanc, under the condition he kill Jesse Custer.