Nancy in Hell

Nancy in Hell is a comic miniseries published by Image. The story follows Nancy, a recently arrived denizen of Hell. She is found by a pair of demonesses, but they are quickly dispatched by a roaming patrol of concious human souls. Her new friends take her in and show her the ropes of hell, but it's not long before they end up slaughtered by yet more demons. Nancy makes her own way for a time before she winds up running into Lucifer himself, and as luck would have it Lucifer is looking for someone to guide him out of Hell. Nancy and Lucy do eventually get out of Hell, but they bring back a little more than they expect with them.

Nancy
The protagonist and titular character.

Lucifer
A fallen angel and one of the greatest angels created. Lucifer questioned God about humanity's free will and was cast into the darkness of the abyss. From his torment, Hell took shape.