I love stories about people who make deals with the devil. The best part is wondering how they'll wiggle out of their deal or if the devil is smart enough to trick them into hell. As you read "That Hell-Bound Train" by Robert Bloch you just know that Martin is doomed to failure. But oh that ride, and its surprise ending. I found it online if you'd like to give it read.
I read this story in The Fantasy Hall of Fame edited by Robert Silverberg