In La Pucelle Tactics, a demon hunter named Priere battles with demons that were escaping from a nearby Netherworld into her world. However, when she went to fight them on their own turf, they began to respect her and called her a Demon Lord as well as submitting themselves to her. Eventually Priere became corrupt by the Netherworld and turned into a Demon herself and soon became that Netherworld's Overlord. This Netherworld is interesting because the land and even the sky appear distorted and swirly like a bizarre water effect.
Later, in Disgaea: Hour of Darkness, another Netherworld was revealed. This Netherworld was one that would be ruled by the soon to be Overlord Laharl. This Netherworld was much more detailed than the last as this one had buildings and an actual environment with the most well known land mark being the Overlord's Castle. This Netherworld however was known for having large amounts of Volcanic and Frozen areas. While there are some forests, they are few and far between. This Netherworld is also the one closest to the Planet Earth. Priere's Netherworld also appeared in this game although it was slightly altered.
In the game Phantom Brave, no Netherworlds were shown but a small island named the Island Of Evil was similar in appearance to a Netherworld and was infested with Demons. The game's main villain, a demon named Sulphur, was attempting to conquer the game's main setting of Ivoire and turn it into a Netherworld so it is possible the Island Of Evil was the first place he infected.
In the game Makai Kingdom it is revealed that there is actually nearly thousands of Netherworlds out there. It is also revealed that Overlords are aware of the other Netherworlds and tend to fight with Other Overlords over the Netherworlds to expand their territory. We also see a wide variety of Netherworld terrain throughout the game.
In Disgaea 2: Cursed Memories we see that if a Demon is powerful enough, he or she can turn a peaceful human world such as the Country planet of Veldime into a Netherworld and the inhabitants into demons. This means that there MAY have only been 1 Netherworld to start with and all the others are planets that were conquered by demons and turned into Netherworlds but this is simply speculation.
In Disgaea 2: Dark Hero Days it is revealed that Axel lives in a whole other netherworld. This netherworld seems a little more urban then the other ones. It even has Japanese Style houses and Concrete Roads, making it seem more like Tokyo than a Netherworld. There is no mention of whether or not this Netherworld has an Overlord.
In Disgaea 3: Absence of Justice the Netherworld shown in this one is the main, Nether Institute Evil Academy. Because the Academy expands so often, it's hard to tell what parts of the Netherworld is part of Evil Academy and what parts are still free ground. It wouldn't be crazy to think that everyone in this Netherworld actually lives on campus. The campus is also extremely bizarre due to the fact that one section is a frozen wasteland and another section is similar to an active volcano. There is also a Human World near this Netherworld which can be accessed through a dimensional walkway and is home to Almaz and Princess Sapphire.
In Disgaea 4: A Promise Unforgotten the main character, Valvatorez, works in Hades, a Netherworld Prison and Prinny Production Factory. Hades is connected to a Netherworld that is run by President Hugo. This Netherworld is multi-layered, with each layer holding different levels of Demons (example: a Desert like area for lower level Demons, an amusement park area for mid-level demons and a snowy graveyard for high level demons).