Robert Murray McCheyne in his sermon “Eternal Punishment” reminds us all that "The Hell of the Bible Is Not Annihilation." Wouldn't it be so much more convenient if it were? The only truth we have is the Bible, the Word of God. We must believe it and preach it to all. Read this excerpt.

Some think that, though they are not saved, they will be annihilated. Oh, it is a lie! I will show you that.

• It will be no annihilation, when we read of the cries of the damned

“And he cried and said, Father Abraham, have mercy on me … for I am tormented in this flame.”—Luke 16:24.

Again, look at the words in Matthew 22:13,

“… there shall be weeping and gnashing of teeth.”

These plainly show us that it is no annihilation.

• Hell will be no annihilation, when we consider that there will be different degrees of suffering

“It shall be more tolerable for Tyre and Sidon at the day of judgment, than for you.”—Matt. 11:22.

And it is said the Pharisees would receive “greater damnation.” Every man is to be judged according to his works.

• It will be no annihilation, when we consider the fate of Judas

“… woe unto that man by whom the Son of man is betrayed! it had been good for that man if he had not been born.”—Matt. 26:24.

Judas is wishing now that he had never been born. I have no doubt he wishes to die, but he will never be able to die.

So it will be with all who shall go to Hell—all unworthy communicants. I tell you, if you die Christless, you will wish you had never been born—you will wish you had never seen the green earth or the blue sky.

• It will be no annihilation, for it is an eternal Hell

Some weak and foolish men think and please their fancy with the thought that Hell will burn out and they will come to some place where they may bathe their weary souls. Ah! you try to make an agreement with Hell; but if ever there comes a time when the flame that torments your soul and body shall burn out, then God would be a liar, for three times He repeats the words of our text and says it shall never be quenched. It is eternal, for it is spoken of in words never used but to denote eternity.

“And the smoke of their torment ascendeth up for ever and ever.…”—Rev. 14:11.

Again,

“And the devil that deceived them was cast into the lake of fire and brimstone, where the beast and the false prophet are, and shall be tormented day and night for ever and ever.”—Rev. 20:10.

Compare this with Revelation 4:9,

“And when those beasts give glory and honour and thanks to him that sat on the throne, who liveth for ever and ever.”

So you see, the torments of the damned are spoken of with the eternity of God. If ever there comes a time when God ceases to live, then they may cease to suffer.

Again, the eternity of Hell and the eternity of Heaven are spoken of in the very same language:

“And there shall be no night there; and they need no candle, neither light of the sun; for the Lord God giveth them light: and they shall reign for ever and ever.”—Rev. 22:5.

The same words used for the eternity of the saints are used for the eternity of the damned.

 Robert Murray McCheyne, “Eternal Punishment,” in Great Preaching On: Hell, Great Preaching Series (Sword of the Lord Publishers, 1989), 55–56.