So... South Carolina?

He lives in Hell, Michigan.

Contrary to popular belief, it does freeze every year.

That explains Florida.

the songwriter obviously had gone to atlanta to experience it firsthand

Having lived in Georgia for a couple of years... can confirm.

I've been down to Georgia, can confirm

Well yeah, Satan lives at the North Pole with all his elves.

As someone currently residing, and working retail, in Georgia...

Hell is several floors above us. We are, at this point, the sub-basement of a sub-basement, and the only reason I know there's lower to go is because I can hear Alabama getting louder with every "You're startin' to look like my sister".

For the love of any pantheon willing to listen, let me crawl up to my demons before it gets much louder. They're offering me sweet release at this point.

I mean, he was in bind. Way behind, even.

Desperate, you could say.

In the sort of dialect Charlie Daniels had, "went down to" means "went south to", meaning that Hell is north of Georgia. It's in Michigan, in fact — and based on my experiences there, it might just be Michigan.

Maybe the devil is Canadian, eh?

Nah he was just hanging out in Atlantic City and needed to step out for a bit.