I've noticed previous changes made for clarifying this entry:
http://hkmdb.com/db/movies/view.mhtml?id=9019&display_set=eng
I guess this revised Chinese title was coined & changed here as a result of the recent Region 3 DVD but I suspect the title was just that, a HK video title (or only local theatrical) because it's never been referred to as this anywhere else prior. Celestial has a habit of altering their Chinese & English titles just for their Pay TV audiences (see 'Spiritual Boxing', '10 Tigers of Kwantung' or 'Between Tears & Smiles') but I do admit though that this newer one fits this film's concept as a 3 part anthology better although it evades the subject of 'Hell' my guess as a marketing ploy to subvert cultural superstitions. I suppose all this maneuvering may have been necessary to sell this oddity of a film. Anyway, 'Sha Chu Di Yu Men' was its theatrical title as I recall it, at least as released internationally when I seen it in the 80s anyway with the original one 'Di Yu' ('The Hell' or 'Hades') as some poster art reads in certain territories.
I also mgiht suggest a clarification for the word for word english title: 'Kill Out Land Jail Door' that corresponds with your revised Chinese title now that the previous primary one was subordinated below your English akas. Just my opinion but the word-for-word may sound better clarified: 'Killing (the way) out of Hell's Gate' as a better sounding literal title, don't you think? 'Men' (or 'Mun' in Cantonese) is literally 'door' but metaphorically applies as 'gate', 'entrance' or 'manor' i.e. any kind of overhead transition or dedicated spatial domain (for example 'Di Yu Men' in Japanese would read 'Jigoku-mon' (hell-gate) i.e. Rasho-mon (life-gate). I might agree that 'jail' is hell but I mean 'jail' is more of a figurative stretch than 'gate' is to 'door'. 'Di yu' is just that, (below) 'ground purgatory'.
By coincidence just look at the 'Visa to Hell' thread below i.e. 'Sha Lu Di Yu' or 'Killing (the way) IN-to Hell', see what I mean?