It's never happened to me but if someone were to threaten me with religious punishment it would offer an opportunity for a lively discussion
"Okay, you can believe what you want. When you can show something good God actually does on Earth, maybe I'll worry about death. 'Til then, eh."
I think I would tell them that if hell really existed, it would have to be the home of freethinkers, because that where you claim we're all going.
Tell them it is just a control method. I am no longer afraid.
I just kinda stare at them blankly and shrug or say ok.
It depends on who's there. If going to Hell means I can meet Aristotle, Nietzsche, Evariste Galois, Alan Turing, Carl Sagan, Jean-Paul Sartre, and more of my heroes, then I tell them I can't wait to go to Hell. Also I'm pretty sure Hell will have some kick-ass heavy metal playing 24/7.
"ill be waiting for ya with a picnic basket"