Those who are very, very sinful, they go to the hellish condition of life, the planets. They are down this universe. There is the kingdom of Pluto, or Yamaraja. And he comes at the time of death, and the sinful man... Is very, very fierceful, odd looking, and they come to take. So here it is said that one who has once surrendered to Krsna, for them there is no such fear. Even in dream they will not see the order-carriers of Yamaraja.
Lecture on Srimad-Bhagavatam 6.1.19, Denver, 2 July, 1975