In 79 AD, a Roman Grimm and the high priest of Vulcan investigated many deaths that occured in Pompia, the locals having taken rocks from arround the Volcano. The two managed to escape from with there lives, by leaving just before Vesuveus errupted, this being Volcanalis wrath in response to the rocks being "stolen".
Over the next couple of hundred years, Volcanalis moved arround, he (or possibly other demons) were responsible for many deaths, all arround Volcano's. Punishing all thevies with death, and if enough Rocks were taken causing the Volcano to errupt destroying the area.
Fifteen years before the events of the episode, a woman took some rocks, so Volcanalis tracked her down and burned her to death in anger. Her husband Markus became dedicated to making sure the rocks stayed on the Volcano, to prevent his further rage. In 2012, a geologist, took some rocks, despite Markus's best efforts. Angered the demon broke into her home, burning her to death. Later when her boss took similiar rocks, so Volcanalis did the same. Nick and Sean bursted in and repeatedly fired at him, but the bullets simply melted. The beast ran away and desended back into the earth, returning to its home in the Volcano.
Following talks to Marcus, and knowing they had to stop the demon, before it caused the Volcano to errupt and buired Portland in Lava. Nick, Sean, Monroe and Markus took all the Rocks they could carry. And placed them in the center of a abandoned Warehouse. Angered Volcanalis tracked them down (as it was connected to earth in an unexplainable way) however when it emerged, they doused it with three tanks of Liquid Nitrogen. Although it took all three tanks, the cold froze the demon in place, although it was still alive. Giving Markcus a sledgehammer, the angry man finally got his revenge, smashing the demon into dozens of pieces, however the creature remained alive for several minutes afterwards.