Shoel is the Jewish underworld, Hades is the Greek Underworld, Tartarus is the Greek Cosmic Prison for spirits (I think it's Titans in the original myth, the Bible references it as a prison for naughty angels), and Gehenna is a literal burning trash-pit outside of Jerusalem, where unwanted corpses were tossed, and human sacrifices and cult activity was notorious. 90% of the Jesus quotes about "burning in Hell" are referencing the trash pit, but "the worm never hungers in Gehenna" just doesn't have the same punch when you're trying to scare the sin out of people.