It is heavily implied in the movie that the character Sheriff Cooley (played by Daniel von Bargen) is in fact, the Devil. When our heroes meet Tommy Johnson, a guitarist who sold his soul at the crossroads, he describes the Devil as “a white man with empty eyes and a big hollow voice, and he likes to travel around with a mean old hound.”
He is in fact, describing the Sheriff himself. Empty eyes, because of his sunglasses. Big hollow voice, because of his microphone. And the mean old hound is the bloodhound at his side.
Not to mention the fact that almost every shot the Sheriff is in, there is a fire or fire-like coloring somewhere in the frame.
Towards the end of the movie when the trio are confronted by him, they question his motives by telling him it’s against the law. To which he responds, “The law? The law is a human institution.”