Upon entering a Devil Room, a white inverted cross will appear above Isaac's head. If Isaac goes to the next floor with the icon still above his head, he will gain a Soul Heart and +1.0 damage.
Taking anything generated by the room (items or consumables) will result in the icon going away, including opening Red Chests/ Black Sacks.
Notes
If there is an item in a Red Chest, the icon will not disappear, even if the item is taken.
Opening Red Chests that have been spawned after room generation, e.g. as a room clear reward or enemy drop, or opening them with Magneto, won't remove the icon.
After Isaac has taken a Devil Deal, while a Confessional or Sacrifice Room would give an Angel Room item, it has a higher chance to spawn Redemption instead. This is the only way Redemption can be naturally generated during a run.
Picking up items made free through usage of items such as Coupon or a Credit Card will still remove the icon and provide no benefit.
However, swapping out a free active item for another that was already held will not remove the icon.
Taking free pickups/items that spawned after the room was entered (e. g. room clear rewards, drops from Fire Places, rewards from Devil Beggars) will not remove the cross.
Taking pickups/items spawned by Keeper's Box inside the Devil Room will remove the cross.
Devil's Crown: Devil Treasure Rooms will count as regular Devil Rooms for the purposes of this item.
Found Soul: The soul will receive a cross when a Devil Room is entered, and will not lose it when Isaac takes an item/pickup. When Isaac goes to a new floor with the familiar having the cross, the soul will receive a damage boost (even if Isaac doesn't) and a Soul Heart, allowing it to survive multiple hits.
Jacob and Esau: The cross will only disappear if the character holding Redemption takes something. The other character is free to take items and pickups.
Satanic Bible: Taking a Boss item that was replaced with a Devil Deal will remove the cross, however the Boss Room doesn't give the cross.
Tainted Lazarus: Redemption will only activate if the character holding it is the one that enters the Devil room, and will only grant the benefit if the character holding it travels to the next floor. It will not work when transforming inside.
Devil Room, a white inverted cross will appear above Isaac's head. If Isaac goes to the next floor with the icon still above his head, he will gain a 
Soul Heart and +1.0 damage.
Red Chests/ 
Black Sacks.
Magneto, won't remove the icon.
Confessional or 
Sacrifice Room would give an Angel Room item, it has a higher chance to spawn Redemption instead. This is the only way Redemption can be naturally generated during a run.
Death Certificate, or using 
Spindown Dice on 
Spirit Shackles.
Eden, 
Tainted Eden, or any character with 
Eden's Blessing.
Birthright as 
Act of Contrition was taken after taking a Devil Deal, Redemption is not guaranteed to spawn.
A Lump of Coal or 
Head of Krampus after 
Krampus fight will keep the icon.
Coupon or a 
Credit Card will still remove the icon and provide no benefit.
Fire Places, rewards from 
Devil Beggars) will not remove the cross.
Keeper's Box inside the Devil Room will remove the cross.
Black Market or 
A Pound of Flesh affected 
Shop will not remove the cross.
Devil's Crown: Devil Treasure Rooms will count as regular 
Found Soul: The soul will receive a cross when a Devil Room is entered, and will not lose it when Isaac takes an item/pickup. When Isaac goes to a new floor with the familiar having the cross, the soul will receive a damage boost (even if Isaac doesn't) and a Soul Heart, allowing it to survive multiple hits.
Jacob and Esau: The cross will only disappear if the character holding Redemption takes something. The other character is free to take items and pickups.
Satanic Bible: Taking a Boss item that was replaced with a Devil Deal will remove the cross, however the 
Boss Room doesn't give the cross.
Tainted Lazarus: Redemption will only activate if the character holding it is the one that enters the Devil room, and will only grant the benefit if the character holding it travels to the next floor. It will not work when transforming inside.
Judas Unlocks 
The Beast Unlocks 
The Binding of Isaac: Rebirth
