In the context of music production, distortion effects are mainly used for aesthetic reasons and are usually applied to electric musical instruments. Most existing methods for nonlinear modeling are often either simplified or optimized to a very specific circuit. In this work, we investigate deep learning architectures for audio processing and we aim to find a general purpose end-to-end deep neural network to perform modeling of nonlinear audio effects. We show the network modeling various nonlinearities and we discuss the generalization capabilities among different instruments.