Well, not all religious traditions believe in a devil. I think that those traditions that do believe in a devil have that entity existing some place other than on the physical Earth that we are familiar with. In other words, you can't just get in a car, boat, or airplane and go there (although people might make jokes that sitting in L.A. traffic on the Friday afternoon of a holiday weekend or in an airport during the holidays, is a close approximation). I think the traditional concept of heaven is similar. It is not in a particular physical place that you can go to.