One of the earliest things to be called "hell (up)on wheels" was a speedy steamboat.

Hell-upon-Wheels! not if that ain't the most appropriate name for that craft [i.e., a steam-boat named Heliopolis]....
― Quincy (Illinois) Herald, 10 Mar. 1843

But the term's popularity dates from the 1860s in reference to the vice-ridden temporary towns set up along the U.S. transcontinental railroad. The towns were essentially encampments of tents, but they became notorious for their lawlessness after the establishment of saloons, gambling houses, and brothels. As construction of the railroad moved westward so did the jerry-built towns, which people came to refer to as "Hell on Wheels."

It's not clear how the lawlessness of these mobile towns led to the expression's use for any formidable person or thing causing fear, though a visit to Hell on Wheels would certainly inspire more dread than a ride on a steamboat. Nevertheless, "hell on wheels" isn't exactly the thing everyday people want to run up against.

His mom … calls him a superb athlete and says, "He's hell on wheels in basketball."
― Gabriella Boston, The Washington Times, 1 Feb. 2009

A hard English poem is hell on wheels for a foreigner….
― Randall Jarrell, Randall Jarrell's Letters, 1985

Blue as an adjective to describe someone in low spirits—as in "She didn't get the job and was feeling blue" or "The losing team looked blue"—goes back to the 15th century, and it more than likely developed in reference to livid skin due to reduced circulation or oxygenation of the blood. In the early-17th century, the term blue devil was conjured up as the name for a demon that casts such melancholy.

Alston, whose life hath been accounted evill, And therfore cal'de by many the blew devill, S[t]ruck with remorse of his ill gotten pelfe, Would in dispaire have made away himselfe.
― The Times' Whistle, circa 1616

In time, people began applying the name of the demon to feelings of depression or melancholy, and both the blues and the blue devils have been used for over two hundred years as expressions for such emotional states.

In one of these fits, at Skelton Castle, in Yorkshire, he kept his chamber, talking of death and the east wind by synonimous terms, and could not be persuaded by his friends to mount his horse, and dissipate his blue devils by air and exercise.
— Mr. Addison, Interesting Anecdotes, 1794

A Sonnet, Written in a Fit of the Blues.
— The Weekly Entertainer, 31 Jul. 1809

"The blues" as a musical style comes from the "melancholy" sense and was applied to the style of music in the early 20th century, but there is anecdotal evidence to suggest that it is even older.

In the past, an imp in your garden would have been a welcome sight. To the Anglo-Saxon gardener, the word imp referred to a young shoot of a plant, and especially one grafted―that is, attached to the stock of another plant in such a way that it grows from it.

In the 14th century, the word shifted from plants and began referring to children or offspring. By the 16th century, the word was often used specifically for a child of the Devil or from Hell. Or, you know, for any small demon or spirit found in the company of a witch.

….the graund enemye Satan wyth hys ympes and complices beynge subdued, and the foundacion of helthe vpon earth establyshed, and conse|quentlye the frutes multiplyed & enlarged amonges vs.
— Wolfgang Capito, An Epitome of the Psalmes, 1539

It was this use that led people to apply the word to a mischievous child who behaves like a little devil.

Given that friend and fiend differ by one letter and have conflicting meanings, you might wonder if the two are related in any way. Although they developed independently from similar old Germanic words, they were once alliteratively paired opposites.

Friend entered Old English first as frēond, a derivative of an old Germanic verb represented by Old English frēon, meaning "to love," which is also related to the English word free. Like the modern friend, the Old English word referred to a person other than a lover or relative that one holds in affection or esteem.

Fiend, on the other hand, developed from the German-derived Old English fēon, meaning "to hate," and was used in the form fēond to refer to an enemy. In time, fiend came to specify an enemy of humankind or God, and then to the Devil himself. That use distanced fiend from friend, and eventually foe, also meaning "enemy," took the place of friend's counterpart.

In the 17th century, fiend was applied to people thought to be devilishly mischievous or bothersome. This led to the word's now-common senses referring to people who are devoted to something to a degree that may irk others, like "a golf fiend," and to people who use or consume something immoderately, like "a fiend for ice cream."