Do scriptures say where Hell is? I read another answer on this site, and they said that the Bible says the other planets in our solar system were referred to as "heavens". So if these other planets are "heavens", is it wrong to assume that, maybe the Sun is Hell? Is there any evidence to backup this theory?
The answer is quite simple: Scripture does not specify where Hell is.
There is a lot of speculation, however, about "where" Hell is, and I suspect the most common beliefs are that:
Hell is not a physical place, but rather a spiritual "place" outside of the known universe.
Hell may be a physical place, but is likely outside of the known universe (i.e. you couldn't get there in a space ship)
Hell is a state of mind, and exists all around us wherever anyone suffers, and in the after life, it may be the same "physical" place as Heaven.
But this is all speculation based on analogies, which is really the only evidence we have in scripture. So the real answer to your question is: Scripture doesn't say.
This is discussed, from a Catholic perspective, at the Catholic Encyclopedia. Although it doesn't make any dogmatic assertions as to where Catholics believe hell is, it does reference a few scripture verses, and other opinions, which, if taken literally, may indicate a location for hell, but suggests the verses are likely only metaphore. One example:
The Bible seems to indicate that hell is within the earth, for it describes hell as an abyss to which the wicked descend. We even read of the earth opening and of the wicked sinking down into hell (Numbers 16:31 sqq.; Psalm 54:16; Isaiah 5:14; Ezekiel 26:20; Philippians 2:10, etc.). Is this merely a metaphor to illustrate the state of separation from God?
The Church has decided nothing on this subject; hence we may say hell is a definite place; but where it is, we do not know.
In order to understand where hell is, we need to understand what hell is first.
Those who wrote the Scriptures were Hebrew, and when they use the term "hell" which comes from the terms "sheol" or "gehenna", we find that the word literally means "a hole in the ground, or a pit".
With this understanding that "hell" is merely a pit or hole in the ground, there's much more clarity to Kind David's quote in Psalm 16:10 where he writes
For thou wilt not leave my soul in hell; neither wilt thou suffer thine Holy One to see corruption.
David, a Hebrew, clearly understood that hell was simply the grave, and alludes to the future resurrection of Jesus Christ when Jesus will resurrect all the dead from their graves.
So in a sense, all who die go to hell. As dismal as that sounds, we have hope!
Psalm 49:15 But God will redeem my soul from the power of the grave: for he shall receive me. Selah.
"Heavens" refer to everything that's "out there" (from the perspective of humans dwelling on the surface of the earth), and this is distinct from the use of "Heaven" (the abode of God; Ge 21:17, Ge 24:7). No particular place is signified as "Heaven," so it would be overstating the case to claim that Heaven existed on some other planet. Though such a thing might be conceivable, the Scriptures do not make this assertion. Similarly, the "location" of Hell (if there is one in the physical universe) is never specified.
You could suggest that it's the sun, and nobody could prove you wrong. You'd be hard pressed to prove that you're right, though.
It seems more likely (to me) that Heaven and Hell are "places" in the spiritual realm, not loci in the physical universe.