Most people seem to think that Katherine was simply 'sent to Hell'. Personally, I think this had nothing to do with that. I think this was the Travellers refusing her access to the other side because they either want to bring her back or want to keep her in some sort of between-life-and-death limbo until they're done with her. Think about it, the Travellers seem to want to keep all the Doppelgangers alive, as they could have killed both Stefan and Elena a while ago and yet they didn't, they just took their blood. For what, I have no idea, but I have a feeling that Katherine will come back or at least that we'll hear from her again. Plus Julie Plec wouldn't have her death be so obvious and predictable, there's probably some twist to all of this.
Or I'm maybe I'm all wrong and she was just denied access to the supernatural beings' 'paradise', I don't know, but I like to think that it's not just that. Actually I hope it's not just that. Because otherwise I'd be really disappointed in the writers, that was all too obvious, at least to me. Usually, I can't predict at all what's gonna happen next in a tv show. But in this case, as soon as Katherine entered Elena's body I predicted that both her and Nadia would end up dying. This can't be good... :/