Geography--a hieronymous boschian landscape that includes the mystery play layout of Hell (perfect for harrowing and heroic quests), along with the courts of of the various Powers and Principalities of Hell, centered around the pit of Dante's nine circles. Characters can be as good or bad as they choose, since in the scenarios depicted in Revelations very, very few are "saved." Religious cults will be common in the wastelands around the pit, but any long-term stable populations would be eventually dragged away for their eternal punishment (rescue plots, or harrowings, would be if not common, at least occasional.)
Possibility of advancement in the hellish bureaucracy should be a vague possibility. Backstabbing good. This is hell, who can you trust? "Redemption" is possible for some, but for a virtuous pagan, would be a betrayal of their own beliefs.