Deputy Sheriff William Breakenridge gave Tombstone, Arizona the name Helldorado in his 1928 autobiography.
It's a reference to the quest of the early Spanish explorers for El Dorado, the city, or country, of gold. The "Hell" part of the name refers to the lawless character of the boom mining town in its heyday, the late 1870s and early 1880s.
The town of Tombstone calls its annual Old West festival "Helldorado Days".
There is a Western movie from 1935 called Helldorado, and another version from 1946, starring Roy Rogers.