Hell-themed levels were a common type of levels back in the 1.9 era. They were less common in the 2.0 and 2.1 eras. As suggested by their name, they are levels whose theme is hell.
These kind of levels are mainly red (except for some levels like Blue Hell). Most of these levels are also Extreme Demon levels, since the "hell" theme is a really popular theme in Extreme Demons.