Unless you count ubers of course, lilith died. But evil cannot be slain forever outside of hell. Azmodan and Belial are not in the mortal plain, but since the destruction of the worldstone evil can cross freely into the mortal realm from the burning hells.
The Pandemonium events are not cannon to the storyline. People who play on private servers, or solo it, do not experience any Pandemonium Events, even if they have the must up-to-date patches. That, and of course we know that Diablo was never missing a horn, Mephisto his brain, or Baal an eye. It just wouldn't make sense.
Well, it obviously was left wide open. Anyone who says otherwise doesn't know what they're talking about- Blizzard would have had to leave it open so they could make a sequel. Even if the next installment is actually a prequel, they will need to do a sequel sooner or later. Anyway, from a story standpoint, any good author leaves some trail untraveled for the prospect of a sequel, even if it's very subtle.
Yeah, he means Sanctuary, or "earth" (which is what the uninformed call the human world of Diablo), is not the only world. There is also Heaven and Hell, and there well may be other worlds, since there is no cannonitical reference saying that Sanctuary, Hell, and Heaven are the only emanations of the Diablo universe.
The Pandemonium events are not cannon to the storyline. People who play on private servers, or solo it, do not experience any Pandemonium Events, even if they have the must up-to-date patches. That, and of course we know that Diablo was never missing a horn, Mephisto his brain, or Baal an eye. It just wouldn't make sense.