They weren't sued "anywhere": sued to hell just means they were sued out of existence -- and that is, literally, true. Or that's how I, as a non-native speaker, see it, and why I thought it was correct.
If they were literally sued to hell, that means that hell is a real place, and they are now actually in that place.
Cute, but the comic is wrong. Check any dictionary less than 50 years old.