One of the most curious proverbs is old maids lead apes in hell. A late sixteenth-century tale in which ape can be understood as meaning a dishonest bachelor trying to marry a widow does not go too far toward explaining the saying. In one of the books I found mention of the monkish story that women married neither to God nor man will be given to apes in the next world (no reference to the source), and here we seem to be on the right track. The proverb was widely known in Shakespeare’s days, and, since Shakespeare used it twice, a good deal of discussion followed. Apparently, the proverb means that those women who refuse to marry good men while they are alive will go to hell and have sex with apes.From here.