A Devil's Gate is a door to Hell. There is one known Devil's Gate in Calvary Cemetery in southern Wyoming, at the centre of a 100-mile Devil's Trap, which, according to a demon, was built by Samuel Colt some time before 1861.
In 1861, two demons tried to force Samuel Colt to open the Wyoming Devil's Gate, but were both killed by Samuel with the Colt, his own gun.
Azazel sent Jake Talley to the Devil's Gate, and Jake used the Colt as a key to unlock and open the Gate. Sam, Dean, Bobby and Ellen were able to shut the Devil's Gate again, but not before hundreds of demons and spirits (including John Winchester, Ruby, Lilith and the Seven Deadly Sins) escaped through the Gate from Hell.
Sam mentioned that during the four month period when Dean was in Hell, he attempted to open the Devil's Gate to free Dean's soul from Hell, but was apparently unsuccessful.