I remember, when I was a kid, hearing "go down" used as a euphemism for "go to hell." I was pretty young at the time; these were kids who thought "hell" was too strong a word to be spoken openly. My friends at that time were Italian-American, if that has any relevance. That is, some of them had parents or grandparents who spoke Italian at home. I wonder if "go down" is a translation of an Italian expression that has that meaning?