كتاب الإيمان
1  
The Book of Faith
(88)
Chapter: Clarifying that whoever died upon disbelief then he is in the Fire, and no intercession or relationship with those who are close to Allah will be of any avail for him
(88)
باب بَيَانِ أَنَّ مَنْ مَاتَ عَلَى الْكُفْرِ فَهُوَ فِي النَّارِ وَلاَ تَنَالُهُ شَفَاعَةٌ وَلاَ تَنْفَعُهُ قَرَابَةُ الْمُقَرَّبِينَ
Sahih Muslim 203

Anas reported:

Verily, a person said: Messenger of Allah, where is my father? He said: (He) is in the Fire. When he turned away, he (the Holy Prophet) called him and said: Verily my father and your father are in the Fire.
حَدَّثَنَا أَبُو بَكْرِ بْنُ أَبِي شَيْبَةَ، حَدَّثَنَا عَفَّانُ، حَدَّثَنَا حَمَّادُ بْنُ سَلَمَةَ، عَنْ ثَابِتٍ، عَنْ أَنَسٍ، أَنَّ رَجُلاً، قَالَ يَا رَسُولَ اللَّهِ أَيْنَ أَبِي قَالَ ‏"‏ فِي النَّارِ ‏"‏ ‏.‏ فَلَمَّا قَفَّى دَعَاهُ فَقَالَ ‏"‏ إِنَّ أَبِي وَأَبَاكَ فِي النَّارِ ‏"‏ ‏.‏
Reference : Sahih Muslim 203
In-book reference : Book 1, Hadith 406
USC-MSA web (English) reference : Book 1, Hadith 398
  (deprecated numbering scheme)