How about a 'Super HFS' (referring to the current HFS) that has a sort of a large 'sphere' of adamantine which, deep in it's center, contains an entrance to Hell. (or whatever, maybe the DF equivalent is Happy Elf And Giant Spider Land) If you breached this entrance, in addition to the usual demon onslaught, you would release a 'megademon', basically a powerful demon megabeast. It would attempt to destroy you fortress, (most likely succeeding, seeing as how it should have an artifact weapon of some sort genned in world gen) and if successful, would turn your Dwarf Fortress into a Demon Fortress. This would slowly corrupt the land around it, turning it into a special 'hell' biome where demon creatures roamed. Unstopped, it would eventully swallow most of the world.
Of course, if you managed to keep your fort safe somehow, (demons should be able to tunnel, so no 1-tile wall keeping you safe!) the entrance to hell could be utilized by adventurers to access a special world, a Hell World which would be a twisted copy of the world above, with demon civilizations, demon rabbits, demon GCS, etc.
If you could actully manage to take out the demon megabeast, and maybe a source of power somewhere in hell, you could seal off the hellportal, shrinking the hell biome, but trapping your adventurer in an inhospitible biome.
Of course, if your adventuring party contained members of the opposite gender, I suppose it would be feasible to establish a fortress and stuff.