What does bloody hell mean?

It is an exclamation of surprise or frustration, predominately British - the closest English (American) translation to this is, "Aww St"! It is vulgar, but not horrible.
An English (UK) term, usually a swear Word, exclamation, or just as a substitute Word.
It can mean things like aww s* or c*** mainly it is called a swear but some people otherwise.
It's an expression primarily used in England that resembles our "What in the world?" "What in the bloody hell?"