The Cenobites in this one don't compare with the ones in the first two films. Even Pinhead himself mentions that they're mere shadows of his former minions. It's a real shame. Although I liked this better than the second film, the supporting cenobites are part of what made the first one so good and one of good things that carried over into the second film.

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In the context of the movies, they're just dead, I guess. Pinhead was the only one strong enough to come back. They all come back in the recent comic series, though without explanation.