Many moviegoers might have simply overlooked Loki's parting words when telling a defeated enemy that he would "see him in Hell," since the phrase has been used in countless action films. But some might wonder if the sentiment holds the same meaning when applied to Asgardians.
As a matter of fact, it means something a little different. For starters, the Asgardian 'Hel' (or 'Helheim'), located in the lowest realm of Niflheim is where Asgardians go once dead, but it isn't saddled with the fire and brimstone of many religions.
In Marvel Comics, Hel is ruled over by Hela, Loki's daughter. So much like the use of the term 'Death' in The Avengers' mid-credits scene, the film's writers found a way to at least pay tribute to the comic mythology, even if it won't make it to the big screen.