HISTORY: Demons are Angels who took the side of evil with Lucifer (after his creation and consumption of the Sacred Pie), and fought to take over Heaven. After their defeat, they were sentenced to Hell. Their only chance of escape is to re-capture the Sacred Objects, and use them to create an opening in the gates of Hell.
FUN FACT: Demons cannot exist physically in our world. They can only manifest themselves in image and voice (due to their confinement to Hell).