Do You Need Payday Loan Relief? Payday loan debt would make an old school Las Vegas loan shark blush. Even they were not nearly as aggressive or willing to take as much advantage of people as those who work in the payday loan industry are these days. It is because of this in fact that so many get into the messes that they do in the first place. They are sold a bill of goods, and when that does not work out, they are left holding the bag with all of the payday loan debt.