Sigil ties in to EVERYTHING.
You could even have really, really strange stories from there. Like 'Shavarath is invaded by the Nine Hells of Baator through a planar breach. The heros must battle through hordes of clashing devils, opportunistic demon raids, and their servants to reach the breach and attempt to collapse it! But it is guarded by a Hellfire Wyrm!'
Btw - Hellfire Wyrm isn't /actually/ a dragon. It's a Baatezu that looks like a dragon (mostly, except for the hellfire everywhere and the palpable aura of Law and Evil around it) and has a breath weapon (hellfire). Otherwise, it's mostly just a big, tough, horrifying Baatezu. I guess they primarily exist to tempt dragons into contracts (and to kick butt in the Blood War.)