As you can see here, the Hellfire Club themselves were of such public interest that a whole plethora of legends has sprung up featuring the members of the Club and their activities.  For example, Simon Luttrell is said to have settled his debts by making a bargain with the Devil in return for him giving his soul seven years hence. The Devil came to collect while Luttrell was at a meeting of the Hellfire Club in the Hunting Lodge of Montpelier Hill.  Upon entering the Devil proclaimed that he would have the soul of the last man out of the room.  After a scramble Luttrell was indeed the last man, but he managed to distract the Devil and escaped (3).

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