The question is:

Did Jesus actually ever say "if you don't believe in me you go to Hell"?

Short answer: No, Jesus never actually said that.

He did say some things that seem to imply it, and that are often interpreted that way. But in those instances, the context shows it is never mere lack of belief in Jesus (as that is usually understood today) that he said would cause a person to go to hell.

Let's look at:

1. What Jesus said in the Gospels specifically about hell.
2. Two of the passages most commonly interpreted to mean that Jesus says that those who don't believe in him will go to hell.
3. Jesus' clearest and most direct teaching about who goes to heaven and who goes to hell.

1. What does Jesus say explicitly about hell?

For the purposes of this answer, we'll accept the common interpretation of the Greek words hades and gehenna as meaning hell. We could debate the point, but for the sake of argument let's just assume that these were the best words available to talk about what we today call "hell."

Hades

The Greek word hades occurs four times in the Gospels. Two of them occur in Jesus' upbraiding of unrepentant cities. Here is the version found in Matthew:

Then he began to denounce the cities where most of his mighty works had been done, because they did not repent."Woe to you, Chorazin! Woe to you, Bethsaida! For if the mighty works done in you had been done in Tyre and Sidon, they would have repented long ago in sackcloth and ashes. But I tell you, it will be more bearable on the day of judgment for Tyre and Sidon than for you. And you, Capernaum, will you be exalted to heaven? You will be brought down to Hades. For if the mighty works done in you had been done in Sodom, it would have remained until this day. But I tell you that it will be more tolerable on the day of judgment for the land of Sodom than for you." (Matthew 11:20–24, italics added)

The parallel passage in Luke 10:13–16 is similar.

Here, Jesus does not say that these cities would be brought down to Hades because they didn't believe in him. Instead, he says that this would happen because they didn't repent.

A third mention of hades comes in Luke 16:23, in the context of the story of the rich man and Lazarus in Luke 16:19–31. Here, too, there is no mention of the rich man being in Hades because he hadn't believed in Jesus. Instead, the implication of the story is that the rich man was in Hades because "was clothed in purple and fine linen and feasted sumptuously every day," and had no compassion on Lazarus, who "was laid at his gate covered with sores, [and] who desired to be fed with what fell from the rich man's table."

The fourth mention of hades in the Gospels (in order of relevance to the question) is in Matthew 16:18, in the context of the story of Peter's confession of Jesus in Matthew 16:13–20. Here Jesus says nothing about who will go to hell, but rather says that the gates of hell will not prevail against his church.

So in none of the occurences of hades in the Gospels does Jesus say that those who do not believe in him will go there. Rather, he says that those who do not repent will go there, and implies that those who show no compassion will go there.

Gehenna

The other Greek word in the Gospels that is traditionally translated "hell" is gehenna. This word occurs eleven times in the Gospels, three of them accompanied by the word for "fire."

Six of these occurrences are in the context of Jesus' saying about gouging out your eye or cutting off your hand or foot if they cause you to sin. Two of them are in the version found in Matthew:

"You have heard that it was said, 'You shall not commit adultery.' But I say to you that everyone who looks at a woman with lustful intent has already committed adultery with her in his heart. If your right eye causes you to sin, tear it out and throw it away. For it is better that you lose one of your members than that your whole body be thrown into hell. And if your right hand causes you to sin, cut it off and throw it away. For it is better that you lose one of your members than that your whole body go into hell." (Matthew 5:27–30, italics added)

One more occurrence comes in Matthew 18:7–9, where Jesus uses a similar example to say that those who tempt others to sin are in danger of the hell of fire.

The other three are in Mark 9:42–48, which parallels Matthew 18:7–9.

In these six usages of gehenna, or hell, Jesus says nothing about going to hell for not believing in him. Instead, he speaks about the danger of going to hell due to sin—and not some theoretical, theological concept of sin, but specific sins such as adultery, lust, and tempting believers to sin.

Two more occurrences of gehenna occur in Matthew 23:15, 33, in the context of Jesus' pronouncement of seven woes on the scribes and Pharisees in Matthew 23. In that speech, once again, Jesus says nothing about the scribes and Pharisees going to hell because the didn't believe in him, but rather because of their hypocrisy and their evil actions.

Two more occurrences of gehenna occur in Jesus' teaching in Matthew 10:26–33 and Luke 12:4–7 about what to fear and what not to fear. Here is the relevant verse as it appears in Matthew 10:28:

And do not fear those who kill the body but cannot kill the soul. Rather fear him who can destroy both soul and body in hell.

There is no mention here of not believing in Jesus.

And the final occurrence of gehenna in the Gospels (in quasi-relevance order—this is actually its first occurrence in the Gospels) is found in Matthew 5:21–22:

"You have heard that it was said to those of old, 'You shall not murder; and whoever murders will be liable to judgment.' But I say to you that everyone who is angry with his brother will be liable to judgment; whoever insults his brother will be liable to the council; and whoever says, 'You fool!' will be liable to the hell of fire."

Once again, there is no mention of going to hell for not believing in Jesus. Rather, Jesus says that those who in anger say harsh things against their brothers are in danger of the hell of fire.

Conclusion: Jesus' specific uses of the word "hell"

These are all of the passages in the Gospel where Jesus specifically uses the word "hell"—either hades or gehenna.

As you can see, in none of them does he say that people will go to hell if they don't believe in him.

This should be sufficient to demonstrate that Jesus never actually, directly said, "If you don't believe in me you will go to hell."

2. Two passages commonly read as Jesus saying that those who don't believe in him will go to hell

Now let's look at two of the most common passages traditionally interpreted to mean that Jesus says that those who do not believe in him will go to hell.

John 3:16–21

For God so loved the world, that he gave his only Son, that whoever believes in him should not perish but have eternal life. For God did not send his Son into the world to condemn the world, but in order that the world might be saved through him. Whoever believes in him is not condemned, but whoever does not believe is condemned already, because he has not believed in the name of the only Son of God. (John 3:16–18)

When Jesus says, "Whoever does not believe is condemned already, because he has not believed in the name of the only Son of God," that seems clear enough, doesn't it?

First of all, Jesus does not say, "Whoever does not believe will go to hell." He says, "Whoever does not believe is condemned already." And then he goes on to explain why that person is condemned:

And this is the judgment: the light has come into the world, and people loved the darkness rather than the light because their works were evil. For everyone who does wicked things hates the light and does not come to the light, lest his works should be exposed. But whoever does what is true comes to the light, so that it may be clearly seen that his works have been carried out in God. (John 3:19–21, italics added)

Notice that Jesus is not talking merely about people who don't believe him, but about people who "hate the light and do not come to the light" "because their works were evil."

Merely believing, or not believing, in Jesus is not sufficient to save or damn a person, as many other passages show, such as:

"Not everyone who says to me, 'Lord, Lord,' will enter the kingdom of heaven, but the one who does the will of my Father who is in heaven." (Matthew 7:21)

In John 3:16–21, perhaps the most famous passage in the Bible, Jesus does not pronounce condemnation merely on those who don't believe in him, but rather, on those who hate the light (meaning the light of Jesus' life and teachings) because their works are evil.

In other words, to interpret John 3:16–21 as meaning merely that those who believe in Jesus are saved, whereas those who don't believe in Jesus are damned, is to read only two of the verses, and not the rest of the verses where Jesus explains what he means by "not believing in him."

To spell it out clearly: Those who do not hate the light, and whose works are not evil, are not condemned, even if their theological belief does not include a belief that Jesus is God. Rather, people bring condemnation on themselves when they do evil works and therefore hate the light.

In short, when Jesus speaks in John 3:18 of those "who have not believed in the name of the only Son of God," he is speaking not of some intellectual lack of belief, but of lack of belief as demonstrated by an evil and wicked life that hates the light.

It is a complete misuse of this passage to claim it means that those who do not believe in Jesus intellectually and theologically are condemned to hell.

For more on the Biblical meaning of "faith" and "belief," please see my article, Faith Alone Is Not Faith.

John 14:1–14

A second passage commonly interpreted as Jesus saying that those who do not believe in him will go to hell is found in John 14:1–14. Here are the verses where the key statement appears:

Jesus said to him, "I am the way, and the truth, and the life. No one comes to the Father except through me. If you had known me, you would have known my Father also. From now on you do know him and have seen him." (John 14:6–7, italics added)

Once again, at first glance this looks like a cut-and-dried case. Jesus said plainly, "No one comes to the Father except through me."

But let's read this passage more carefully, and not read into it things Jesus didn't actually say.

Jesus did not say, "No one comes to the Father unless they believe in me." Rather, he said "No one comes to the Father except through me." Those two are not the same statement.

Though Jesus' explanation of his meaning does mention belief, it focuses mostly on Jesus' oneness with the Father:

Philip said to him, "Lord, show us the Father, and it is enough for us."

Jesus said to him, "Have I been with you so long, and you still do not know me, Philip? Whoever has seen me has seen the Father. How can you say, 'Show us the Father?' Do you not believe that I am in the Father and the Father is in me? The words that I say to you I do not speak on my own authority, but the Father who dwells in me does his works. Believe me that I am in the Father and the Father is in me, or else believe on account of the works themselves.

"Truly, truly, I say to you, whoever believes in me will also do the works that I do; and greater works than these will he do, because I am going to the Father. Whatever you ask in my name, this I will do, that the Father may be glorified in the Son. If you ask me anything in my name, I will do it." (John 14:8–14)

Notice that Jesus does not say anything here about those who do not believe in him, but only about what will happen for those who do believe in him. Clearly, belief in him brings great benefits of light and power and access to the Father, meaning God.

But Jesus simply does not say here that those who do not believe in him will go to hell.

Rather, he says that he is the only way to the Father. It is an assumption and an interpretation that this means that the pathway he provides to the Father is available only to those who believe in him.

To use a rather prosaic example, if I drive on a road that goes to Denver, it is not necessary for me to believe in the governmental entity that built and maintains that road, or even to have any idea at all about who built the road. It is sufficient for me to drive on the road, and I'll get to Denver.

Similarly, if the Son has provided a pathway to the Father, that doesn't necessarily require that we intellectually believe in the Son; only that we travel the path that the Son has provided.

Yes, I'm aware that many Christians believe that path is available exclusively to those who believe in Jesus. But that is an interpretation of the Gospels, not the direct statement of the Gospels themselves.

3. Jesus' clearest teaching about who will go to heaven and who will go to hell

When Jesus himself speaks directly about who will go to eternal life and who will go to eternal punishment, here is what he says:

"When the Son of Man comes in his glory, and all the angels with him, he will sit on his glorious throne. All the nations will be gathered before him, and he will separate the people one from another as a shepherd separates the sheep from the goats. He will put the sheep on his right and the goats on his left.

"Then the King will say to those on his right, 'Come, you who are blessed by my Father; take your inheritance, the kingdom prepared for you since the creation of the world. For I was hungry and you gave me something to eat, I was thirsty and you gave me something to drink, I was a stranger and you invited me in, I needed clothes and you clothed me, I was sick and you looked after me, I was in prison and you came to visit me.'

"Then the righteous will answer him, 'Lord, when did we see you hungry and feed you, or thirsty and give you something to drink? When did we see you a stranger and invite you in, or needing clothes and clothe you? When did we see you sick or in prison and go to visit you?'

"The King will reply, 'Truly I tell you, whatever you did for one of the least of these brothers and sisters of mine, you did for me.'

"Then he will say to those on his left, 'Depart from me, you who are cursed, into the eternal fire prepared for the devil and his angels. For I was hungry and you gave me nothing to eat, I was thirsty and you gave me nothing to drink, I was a stranger and you did not invite me in, I needed clothes and you did not clothe me, I was sick and in prison and you did not look after me.'

"They also will answer, 'Lord, when did we see you hungry or thirsty or a stranger or needing clothes or sick or in prison, and did not help you?'

"He will reply, 'Truly I tell you, whatever you did not do for one of the least of these, you did not do for me.'

"Then they will go away to eternal punishment, but the righteous to eternal life." (Matthew 25:31–46)

There is nothing at all here about belief. Only about whether or not we serve our fellow human beings who are in need. And that is the sole criteria Jesus gives in this story about who will go to heaven (eternal life) and who will go to hell (eternal punishment).

Matthew 25:31–46 contains the most direct teaching of Jesus about who will go to heaven and who will go to hell. Therefore his other statements about heaven and hell, condemnation and justification, must be read in light of it. Any interpretation that does not square with Jesus' most direct teaching on the subject must be mistaken.

To state it plainly, those who interpret various statements of Jesus as meaning, "If you don't believe in me you go to hell" are ignoring Jesus' most direct teachings about who goes to heaven and who goes to hell, and relying instead on human interpretations of other passages that do not actually say such a thing in any clear and direct way, if at all.

Of course, this is a huge subject. There's no way to do it justice even in this fairly long answer. For more on Jesus' statement that he is the only way to the Father, please see my article, Is Jesus Christ the Only Way to Heaven?

And though I believe this answer can stand on its own based on the Bible itself, for those who want to know the theological and denominational basis that it represents, it is informed by the theology of Emanuel Swedenborg (1688–1772), and represents the beliefs of the Christian denominations that follow his teachings.

There are obviously more ways to salvation than through specifically knowing the person of Jesus Christ through His 1st century incarnation, and the books written about His incarnation. There are many people in the Old Testament that the bible indicates were considered righteous - Abel, Enoch, Noah, Melchizidech, Abraham, and so on.

For example, Genesis 15:5-6 talks about Abraham's faith:

And He took him outside and said, "Now look toward the heavens, and count the stars, if you are able to count them." And He said to him, "So shall your descendants be." Then he believed in the LORD; and He reckoned it to him as righteousness.

These people had faith in God, without the benefit of the incarnate Jesus as an intermediary, and the bible suggests that was sufficient. Whether this route became closed to all after Christ, or whether it becomes closed to someone after they have the chance to hear the Gospel, or whether it always remains open, it's clear that at the very least it was once possible to have your faith reckoned as righteousness without knowing the name of "Jesus". I personally would hold that your Irish child would have a chance at salvation, but that's never really covered in the Bible.

I'm not at all trying to say that they weren't saved through Christ's later atonement, but rather that they were covered by Christ's atonement without believing in His human incarnation, and without access to the Bible.

You are also right in that Jesus doesn't ever mention hell as a punishment for not believing. Condemnation is always mentioned as a punishment for being wicked, or for doing evil. Salvation is based on belief, but condemnation is based on deed. But the Bible also asserts that everyone is guilty enough for condemnation.

First, the question is "Did Jesus actually ever say “if you don't believe in me you will go to hell”? based on a five-part series on the History Channel,"The Bible," and which is not the same as whether Jesus ever explicitly exactly said this statement word for word, and in fact, I believe the question is validly paraphrased, "Did Jesus actually ever teach “if you don't believe in me you will face future damnation?" And which is how I will address it here.

Second, the meaning of "believe in me" (and thus being a believer) must be understood, and how that relates to teaching that one who does not believe in the Jesus of the gospels ends up in Hell.

Third, related to the above, note what believers are called and promised versus unbelievers.

Fourth, we have the description of the punishment for unbelievers as pertaining to Hell.

All Scriptures will be from the KJV (bold and italics are mine), and while by His Spirit the rest of the NT is also the words of Christ, and interpretive of them, this answer will restrict itself to what is attributed to Christ in the gospels.

And which shows that Christ taught that belief in Him saves, and makes one a "sheep" who is known by Him and who knows His Shepherd, while unbelief leaves one in his sins, and places one under condemnation, and means Christ does not know him, and is not a one of His sheep, and is headed for damnation.

Valid "belief" is defined by Christ as not being mere intellectual assent but that of the heart, and which effects obedience (and repent when convicted of not doing so), and which characteristic defines true believers in Him, versus disobedience which characterizes unbelievers, also called "goats," "wolves," the "wicked," etc.

John 3:18:

He that believeth on him is not condemned: but he that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God.

Thus (effectual) believing is the basis for salvation, and unbelieving the basis for damnation.

Luke 24:46-47:

And said unto them, Thus it is written, and thus it behoved Christ to suffer, and to rise from the dead the third day: And that repentance and remission of sins should be preached in his name among all nations, beginning at Jerusalem.

Thus forgiveness is thru faith in the crucified and risen Lord Jesus.

John 8:24:

I said therefore unto you, that ye shall die in your sins: for if ye believe not that I am, ye shall die in your sins.

John 11:25:

Jesus said unto her, I am the resurrection, and the life: he that believeth in me, though he were dead, yet shall he live:

Thus unbelievers are condemned, being yet in their sins, while believers have eternal life.

Luke 10:1,13-16:

After these things the Lord appointed other seventy also, and sent them two and two before his face into every city and place, whither he himself would come.

Woe unto thee, Chorazin! woe unto thee, Bethsaida! for if the mighty works had been done in Tyre and Sidon, which have been done in you, they had a great while ago repented, sitting in sackcloth and ashes. But it shall be more tolerable for Tyre and Sidon at the judgment, than for you. And thou, Capernaum, which art exalted to heaven, shalt be thrust down to hell. He that heareth you heareth me; and he that despiseth you despiseth me; and he that despiseth me despiseth him that sent me.

The basis for their condemnation is that of rejection of Christ in refusing to repent at His preaching, which was powerfully attested to in Scriptural word and deed.

John 10:26:

But ye believe not, because ye are not of my sheep, as I said unto you.

John 10:27-28:

My sheep hear my voice, and I know them, and they follow me: And I give unto them eternal life; and they shall never perish, neither shall any man pluck them out of my hand.

Thus to believe is to be one of Christ the Shepherd's "sheep," to be one of Christ's sheep is to hear His voice and follow Him.

John 8:42:

Jesus said unto them, If God were your Father, ye would love me: for I proceeded forth and came from God; neither came I of myself, but he sent me.

John 14:23:

Jesus answered and said unto him, If a man love me, he will keep my words: and my Father will love him, and we will come unto him, and make our abode with him.

Thus to have God as your Father is to love the Son, and to love the Son is to obey Him.

Mark 7:6,7:

He answered and said unto them, Well hath Esaias prophesied of you hypocrites, as it is written, This people honoureth me with their lips, but their heart is far from me. Howbeit in vain do they worship me, teaching for doctrines the commandments of men.

Thus mere head faith will not do, and false doctrine is associated with false belief.

Matthew 7:22-23:

Many will say to me in that day, Lord, Lord, have we not prophesied in thy name? and in thy name have cast out devils? >and in thy name done many wonderful works? And then will I profess unto them, I never knew you: depart from me, ye that work iniquity.

Thus those whom Christ does not know includes workers of iniquity who falsely claim to act in His name. Unlike sheep who are known of Christ and know him, the Lord did not know these workers of iniquity who falsely claimed to preach (false prophets) and to do supernatural and "wonderful" works in the name of Christ, which is sppsd to mean doing so as a valid representative of Him. It is not necessarily sinful to preach or perform miracles, but an ability/charism does not equate to character, and mere profession or supernatural works themselves (which the devil can do) does not mean one is a believer or justify those who claim to be so.

Matthew 7:15-19:

Beware of false prophets, which come to you in sheep's clothing, but inwardly they are ravening wolves. Ye shall know them by their fruits. Do men gather grapes of thorns, or figs of thistles? Even so every good tree bringeth forth good fruit; but a corrupt tree bringeth forth evil fruit. A good tree cannot bring forth evil fruit, neither can a corrupt tree bring forth good fruit. Every tree that bringeth not forth good fruit is hewn down, and cast into the fire.

Matthew 13:38-43:

The field is the world; the good seed are the children of the kingdom; but the tares are the children of the wicked one; The enemy that sowed them is the devil; the harvest is the end of the world; and the reapers are the angels. As therefore the tares are gathered and burned in the fire; so shall it be in the end of this world. The Son of man shall send forth his angels, and they shall gather out of his kingdom all things that offend, and them which do iniquity; And shall cast them into a furnace of fire: there shall be wailing and gnashing of teeth. Then shall the righteous shine forth as the sun in the kingdom of their Father. Who hath ears to hear, let him hear.

Thus them that are characterized by iniquity shall be in a furnace of fire with gnashing of teeth, versus the righteous saved.

Matthew 22:13:

And he saith unto him, Friend, how camest thou in hither not having a wedding garment? And he was speechless. Then said the king to the servants, Bind him hand and foot, and take him away, and cast him into outer darkness; there shall be weeping and gnashing of teeth.

The marriage feast was made by the king for his son, with guest being those who responded to the invitation, representing believers, but some tares came with them, which shall experience weeping and gnashing of teeth.

Matthew 24:45-51:

Who then is a faithful and wise servant, whom his lord hath made ruler over his household, to give them meat in due season? Blessed is that servant, whom his lord when he cometh shall find so doing. Verily I say unto you, That he shall make him ruler over all his goods. But and if that evil servant shall say in his heart, My lord delayeth his coming; And shall begin to smite his fellowservants, and to eat and drink with the drunken; The lord of that servant shall come in a day when he looketh not for him, and in an hour that he is not aware of, And shall cut him asunder, and appoint him his portion with the hypocrites: there shall be weeping and gnashing of teeth.

The unfaithful servant is is placed with the hypocrites, and there shall be weeping and gnashing of teeth.

Matthew 25:32-33:

And before him shall be gathered all nations: and he shall separate them one from another, as a shepherd divideth his sheep from the goats: And he shall set the sheep on his right hand, but the goats on the left.

These two classes are known by their fruits, with the saved being faithful stewards, their works of mercy testifying to their living obedient faith, which is what makes them sheep and which God rewards, but it is not the merit of their works that saves men. Christ taught that is it faith in Him which saves and which produces valid good works, but not that merely doing good works will save. Thus Christ did not come as just a moral teacher, but to die as a ransom for man, and rise to offer redemption for man.

Matthew 23:33:

Ye serpents, ye generation of vipers, how can ye escape the damnation of hell?

Mark 16:16:

He that believeth and is baptized shall be saved; but he that believeth not shall be damned.

Thus to no believe with effectual faith is to be damned. Some want to eliminate this verse due to absence in so-called "better" mss, under the specious premise that older must mean better.

Matthew 25:34-35:

Then shall the King say unto them on his right hand, Come, ye blessed of my Father, inherit the kingdom prepared for you from the foundation of the world: For I was an hungred, and ye gave me meat: I was thirsty, and ye gave me drink: I was a stranger, and ye took me in:

Mark 9:41:

For whosoever shall give you a cup of water to drink in my name, because ye belong to Christ, verily I say unto you, he shall not lose his reward.

Matthew 25:41:

Then shall he say also unto them on the left hand, Depart from me, ye cursed, into everlasting fire, prepared for the devil and his angels:

Matthew 25:45-46:

Then shall he answer them, saying, Verily I say unto you, Inasmuch as ye did it not to one of the least of these, ye did it not to me. And these shall go away into everlasting punishment: but the righteous into life eternal.

The unbelieving lost here are manifest by their characteristic indifference, and or selfishness, and will be sent into into everlasting fire, prepared for the devil and his angels.

Luke 16:22-24:

And it came to pass, that the beggar died, and was carried by the angels into Abraham's bosom: the rich man also died, and was buried; And in hell he lift up his eyes, being in torments, and seeth Abraham afar off, and Lazarus in his bosom. And he cried and said, Father Abraham, have mercy on me, and send Lazarus, that he may dip the tip of his finger in water, and cool my tongue; for I am tormented in this flame.

The contented selfish man is in a place of torment. This is not a parable as annihilationists contend, making the entire parable representative of the Gentiles being saved versus the Jews, for besides using real names (never used in parables) in parables the Lord only used known physical realities to correspond to spiritual ones. And thus if postmortem conscious suffering does not exist but simply represents a corespondent spiritual reality, then for the first and only time the Lord is using science fiction.

Mark 9:47-48:

And if thine eye offend thee, pluck it out: it is better for thee to enter into the kingdom of God with one eye, than having two eyes to be cast into hell fire: Where their worm dieth not, and the fire is not quenched.

Unquenchable fire in which the devouring worm does not die infers more than annihilation, and which would hardly have much of a deterrent effect, as many would gladly exchange being simply annihilated in exchange for a life satisfying all their lusts.

Therefore we see that effectually believing on the Lord Jesus is the basis for salvation, both by plain statements promising this and in light of forgiveness and eternal life requiring faith in Him, and with faith being the means of bearing the fruit which evidences that one is a believer.

And that Jesus clearly taught that not believing leaves one condemned, in his sins, and is what is behind the impenitence and sinfulness that characterize the lost, facing the damnation of Hell, described as "torment," "everlasting punishment," "weeping," "wailing and gnashing of teeth," and that what one does is the basis for judgment as to what class one belongs to.

Short Answer

The Bible talks about people who reject/don't believe in Jesus as condemned, judged by the Spirit (in John 16) and by God at the end of this age (Revelation). In terms of "Hell", that's a word we made up later, but in Revelation there is a lake of fire, where Satan is cast. I think those who follow Satan are also cast there.

Hell as a noun has many meanings all mashed up together. To make things clearer, it is designed to be a place of suffering for Satan, who rebelled against God. All thoughts of Satan or demons ruling the place or torturing people is completely wrong.

Longer Answer

John 16

8 And when He comes, He will convict the world concerning sin and concerning righteousness and concerning judgment:

9 Concerning sin, because they do not believe into Me;

10 And concerning righteousness, because I am going to the Father and you no longer behold Me;

11 And concerning judgment, because the ruler of this world has been judged.

"He" in verse 8 is the Spirit. So from this, the "ruler of this world" (Satan) has been judged, and because he has been judged, his kingdom has been judged, which sadly is the earth, especially the people on the earth.

However, these verses don't refer to "hell" explicitly.

Revelation 20

10 And the devil, who deceived them, was cast into the lake of fire and brimstone, where also the beast and the false prophet were; and they will be tormented day and night forever and ever.

12 And I saw the dead, the great and the small, standing before the throne, and scrolls were opened; and another scroll was opened, which is the book of life. And the dead were judged by the things which were written in the scrolls, according to their works.

14 And death and Hades were cast into the lake of fire. This is the second death, the lake of fire.

15 And if anyone was not found written in the book of life, he was cast into the lake of fire.

What qualifies us to be written in the book of life, I don't know.

Matthew 25 41 Then He will say also to those on the left, Go away from Me, you who are cursed, into the eternal fire prepared for the devil and his angels.

So this confirms that the lake of fire, a.k.a hell, is specifically prepared for "the devil and his angels", but people who are rejected by God will also go into this "eternal fire".

I cannot comment on that particular series, but I can assuredly say the following:

It seems quite clear to me that you need to intimately know Jesus to be accepted by Him.

21 “Not everyone who says to me, ‘Lord, Lord,’ will enter the kingdom of heaven, but only the one who does the will of my Father who is in heaven. 22 Many will say to me on that day, ‘Lord, Lord, did we not prophesy in your name and in your name drive out demons and in your name perform many miracles?’ 23 Then I will tell them plainly, ‘I never knew you. Away from me, you evildoers!’ Matt. 7:21

We are left with this picture: The last day is upon us, and some are allowed into the Kingdom and some are not. You must know Jesus to be allowed into the Kingdom. Not being in the Kingdom is hell (whatever that may be) to the very large majority of Christian denominations.

Concerning your context for the heathen who never had the chance to hear the Good News, well, that is a very big and different topic.

Did Jesus actually ever say if you don't believe in me you go to Hell?

Yes, He did say this directly, without mincing words. Bolded in the passage below.

John, Chapter 3 (KJV)

16 For God so loved the world, that he gave his only begotten Son, that whosoever believeth in him should not perish, but have everlasting life.

17 For God sent not his Son into the world to condemn the world; but that the world through him might be saved.

18 He that believeth on him is not condemned: but he that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God.

19 And this is the condemnation, that light is come into the world, and men loved darkness rather than light, because their deeds were evil.

20 For every one that doeth evil hateth the light, neither cometh to the light, lest his deeds should be reproved.

21 But he that doeth truth cometh to the light, that his deeds may be made manifest, that they are wrought in God.

Note that it doesn't say "the punishment for not believing in me is an eternity in Hell.". It says that everyone is condemned already, and that only through faith in Him can we escape. It's a subtle, but doctrinally important difference.