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The Netherworld is the location where many of the games in the Nippon Ichi universe take place in. Netherworlds are planets ruled by Demons with the most powerful one being the Overlord. Netherworlds are known for being dark places where evil deeds such as Murder, Excessive Violence, Unwanted Destruction, Theft and other things that are considered crimes by humans are considered daily activities. Demons run amuck throughout these worlds, basically doing as they please. Just as there are many different planets, there are many different Netherworlds as well. Powerful demons are also known for conquering human worlds and turning them into Netherworlds. Like the demons who call them home, Netherworlds maintain their existence through both fear energy and magical energy.
A rather strange and currently unexplained detail is that most Netherworlds (and Celestia by extension) seem to somehow "slow" aging in the inhabitants, whether they be demon or otherwise. The fact that many of the main characters, despite being over 1000 years old, more closely resemble only 1% of their age seems to support this. Another aspect revealed in D2 is that Laharl's mother, who herself was human, was not only still alive after well over 300 years of her son's life, but was also able to conceive his sister (both of which would normally be impossible). In comparison, Adell and Rutile were both raised in a Human World and appear to physically match their ages despite being a demon and half-demon respectively.
In La Pucelle: Tactics, a demon hunter named Priere battles with demons that were escaping from a nearby Netherworld into her world. However, when she went to fight them on their own turf, they began to respect her and called her a Demon Lord as well as submitting themselves to her. Eventually Priere became corrupt by the Netherworld and turned into a Demon herself and soon became that Netherworld's Overlord.
Later, in Disgaea: Hour of Darkness, another Netherworld was revealed. This Netherworld was one that would be ruled by the soon to be Overlord Laharl. This Netherworld was much more detailed than the last as this one had buildings and an actual environment with the most well known land mark being the Overlord's Castle. Priere's Netherworld also appeared in this game although it was slightly altered.
In the game Makai Kingdom it is revealed that there is actually nearly thousands of Netherworlds out there. It is also revealed that Overlords are aware of the other Netherworlds and tend to fight with other Overlords over the Netherworlds to expand their territory.
In Disgaea 2: Cursed Memories we see that if a demon is powerful enough, he or she can turn a peaceful human world such as the Country planet of Veldime into a Netherworld and the inhabitants into demons.
In Disgaea 2: Dark Hero Days it is revealed that Axel lives in a whole other Netherworld. This Netherworld seems a little more urban then the other ones. It even has Japanese style houses and concrete toads, making it seem more like Tokyo than a Netherworld. There is no mention of whether or not this Netherworld has an Overlord.
In Disgaea 3: Absence of Justice the Netherworld shown in this one is the main, Nether Institute Evil Academy. Because the Academy expands so often, it is hard to tell what parts of the Netherworld is part of Evil Academy and what parts are still free ground and thus it is assumed that everyone in this Netherworld actually lives on campus. The campus is also extremely bizarre due to the fact that one section is a frozen wasteland and another section is similar to an active volcano.
In Disgaea 4: A Promise Unforgotten the main character, Valvatorez, works in Hades, a Netherworld Prison and Prinny Production Factory. Hades is part of a Netherworld that is run by President Hugo. This Netherworld is multi-layered, with each layer holding different levels of demons (example: a desert like area for lower level demons, an amusement park area for mid-level demons and a snowy graveyard for high level demons).
In Disgaea 5: Alliance of Vengeance, many netherworld were featured as the story mode progresses on, showcase not only the minor ones, but also the ones the character were on from. Like the ones at Makai Kingdom, the Overlords were aware of the other Netherworlds, but they tends to keep their own from being conquered by an army known as The Lost.