Can’t remember what book this mid 20th century short story was in - I should still have it on my shelves somewhere!
A guy makes a deal with the devil: his soul in exchange for immortality. “Under the circumstances,” says the devil, “I don’t see how I can collect”. It is agreed that immortality does not extend to suicide.
The devil makes the necessary adjustments, but in the process, removes the guy’s conscience.
The guy has a fine time of it, at least for a while. Eventually however, he becomes bored and dissatisfied.
When he summons the devil back to fix the nagging sensation that something is missing, the devil warns him that he won’t like the fix, but he nevertheless insists that the devil return what he took.
Of course, the guy is completely overwhelmed with remorse once his conscience is back and he is confronted with all the terrible things he’s done.
“He raised the gun to his head, and the devil came in”