What is the deepest we have ever gone into the Earth?
Probably a bit over 4 km, in this South African mine: https://en.wikipedia.org/wiki/Mponeng_Gold_Mine  But as the link mentions, the mine operators go to considerable lengths to reduce the mine temperature to endurable levels from the  66°C/151°F of the surrounding rock.

Note: This answer is for the original question, where the OP asked for the deepest depth below the surface.  It's since been changed to ask for depth below sea level.



http://cracked.tumblr.com/post/162183647834/the-mponeng-gold-mine-in-south-africa-is-the