The Black Abyss (a.k.a. the Void) is the apparent birthplace of demons. No-one knows exactly what the Abyss is, but it is believed that once something is banished to the Abyss, it can never return. The Prime Evils ruled over the creatures of the Abyss, but it is said that this was not always the case. It is believed that some of these nightmares may still exist hidden deep with in the pitch of the Abyss where even the darkness of the upper realms of Hell seems like day.
During the return of the Prime Evils, the spirits of Diablo and Mephisto were (supposedly) banished to the Abyss after the destruction of their soulstones at the Hellforge. However, as aspects of their essence lingered in Sanctuary, they were able to be 'marked' by Adria, preparing them for absorption into the Black Soulstone.