"The Doors of Hell" from The Sandman vol.2 #23 (DC, 1991) by Neil Gaiman, Kelley Jones and Malcolm Jones III
I came into Neil Gaiman's Sandman early in Season of Mists, which had Dream cross paths with various pantheons and Lucifer himself. It hooked me more than the first issues might have, I think. I got everything I missed in trade paperback (in a handsome boxed set) soon after that, but I don't think the awkward inclusion of other DC properties in the first arc would have been as fascinating to me. Or even the Hellblazery Doll's House stuff. The one-offs, maybe. I always loved it when the book turned into an anthology series in between longer arcs. But Season of Mists remains my favorite storyline.