Sandman
Volume 4: Season Of Mists

Ten thousand years after banishing a woman who scorned him, Morpheus, the King of Dreams, has decided to free his former lover from Hell. But when the Sandman arrives in the realm of eternal damnation, Lucifer, the first fallen angel, tells him he is closing down Hell and he wants Morpheus to have the keys. Now in charge of the gates of Hell, the King of Dreams is bombarded with requests for possession of the empty kingdom by Norse gods, homeless demons, Egyptian deities, Faerie ambassadors, the lords of Chaos and Order, and Japanese divinities. Realising too late that Lucifer's gift was a veiled curse, Morpheus is forced to make a decision that will affect every plane of existence as well as the universal balance of power.

Collects Sandman #21-28 (1990).