The “Well to Hell” is a borehole in the Soviet Union which was purportedly drilled so deep that it broke through to hell. This urban legend has been circulating on the Internet since at least 1997. It is first attested in English as a 1989 broadcast by Trinity Broadcasting Network, which had picked up the story from Finnish newspaper reports. The legend holds that some residents of Siberia (Russia) had drilled a hole that was nine miles (14.5 km) deep before breaking through to a cavity. Intrigued by this unexpected discovery, they lowered an extremely heat tolerant microphone, along with other sensory equipment, into the well. The temperature deep within was 2,000 °F (1,100 °C) — heat from a chamber of fire from which screams of the damned could be heard. This has gained great popularity on the internet and might have some basis in fact.
Source: 10 Most Bizarre Sounds You