So, in the hub world you have two doors two the left and right, when I take the left and venture far enough and clear out all of the monsters and loot.... I don't know where to go! Did the passage behind me disappear? HELP!!!

You may find these maps useful. Just scroll down to Armageddon.

http://www.vgmaps.com/Atlas/PC/index#C

If you mean the very first level of Armageddon, as I recall there's a nasty design choice (or bug?) where if you use one of the keys in the "wrong" place, you'll make the level unwinnable. I believe you have to take the door to the right of your start location first, and the left one after.

In the first level of Catacomb Armageddon ("The Towne of Morbidity"), if you've taken the door on the left and collected the blue key, you have to return to the starting area to take the door on the right. The corridor back to the starting area can be found in the "Western hallway". It is narrow and therefore sometimes hard to spot.

What WarlockLord wrote is also true. There is a yellow key in the starting area. It MUST be used on the door to the right. If instead it is used on the yellow door in the Western hallway, you'll get stuck.