When I was young, I remember reading this one story that was part of a collection. It really bothers me that I don't remember the title at all, but it was a story about a demon in Hell who wants to be good, and thus escapes to the real world. He's feared by everyone around him, since he's a demon, but he finally manages to ask people and go to a local church. The pastor tells him that the matter of making a demon into a good being is beyond his help, and refers him to the Pope (this story takes place in Europe btw). The demon goes to the Pope, who tells him that it's a matter that only God can handle. So the demon speaks to God, and angels come down and get him, and judge him to be a good person, and file off his horns and give him a halo. A bunch of kids in Heaven make fun of him, but then the angels are like "Everyone's different. STFU" (not quite like that, but you get the idea).
Even though I'm not religious at all, I remember really liking this story. I just wish I knew its name. All I know is that it was a French story.