Sounds like an episode of the new Doctor Who, Episode 9, Season2,
called "The Satan Pit"

> There was a pretty bad sf movie I saw many years ago that involved
> drilling down and
> finding the devil or something like that. I think there were also
> aliens walking around
> who could turn you into zombies and who were trying to steal our
> oxygen (no, not
> Space Balls). But I may be conflating two or three movies here.