"A Nice Place To Visit" was the twenty-eighth episode of the Twilight Zone, and was first broadcast in April of 1960. It was written by Charles Beaumont and starred Larry Blyden as hood Rocky Valentine and Sebastian Cabot as Pip.
Rocky Valentine, an unsuccessful criminal, is on the run from police and believes he is shot, but instead finds himself waking up in a luxurious hotel. He then finds "Pip", who he believes is his guardian angel. Pip starts offering Rocky whatever he wants, and while Rocky at first thinks he has reached heaven, he starts to become bored with the afterlife. There is no challenge when he constantly wins at any type of gambling, and has gaggles of women throwing themselves at him. Could it be that this criminal is not where he thinks he is?
I have previously said that the "noir" episodes of The Twilight Zone are often not the best ones, depending on 1960's rather dated sense of what is edgy, rather than concepts or characters. This episode avoids that: it puts the criminal character of Rocky Valentine to good use, and the story proceeds naturally from that character. The story also brings home its moral quite nicely: that wanting is better than having, and that total satisfaction might be the worse form of torment. Whether this message is aimed at people who seek wealth illicitly, the consumer culture of the time, or just is a general message, is open to the viewer's interpretation.