Oh My Goddess! Vol 40

From the Dark Horse edition

After all his time together with the goddesses, Keiichi is finally leaving Earth with them on an exciting getaway. But they're not taking a trip to Heaven! Instead, they're headed straight for Hell, and Keiichi must help Belldandy, Urd, and Skuld defeat the deadly, elemental door wardens!

Source: Anime News Network Encyclopedia