I don't think Sam's soul is in hell. Crowley has it. He said something about stuffing Sam's soul back in the box if Gramps didn't play nice.

I'm assuming that Deanna Campbell would be in heaven, not purgatory. Mary may be in purgatory for making a deal with Azazel. But this is SPNology so who knows what their concept of purgatory is, anyway? In Christianity it's a sort of rehab for souls that aren't quite lost enough to deserve hell. It's actually a hopeful place, in that souls in purgatory will eventually make it to heaven. But SPN seems to see it more as a sort of Island of Misfit Toys.