Even though the Cullens "don't have a soul" they are so humanly aranged that to them and to Bella and Jake, they at least seem like they have souls. I think they are so worried of being sent to hell because vampire's are hell-bound creatures, at least I think that's what Carlisle sagte in one of the books. They think because they are created in abominatoin of the Lord, that they are going to hell if they die. But really, I think the Cullens believe in God and if they were to die, that they would not go to hell. I don't know if they'd end up in heaven oder where they'd go, but I don't think they'd go to hell.