From several comics, several movies, and a novel series of the same name.
I'll put it out there. My first experience with Hellboy was the first movie. I've only read five issues of the comic series. But what little I've seen was pretty cool. It's hard not to like a character who is tough as nails yet has a soft heart. The fact that he's a badass looking demon-like creature, with a big smashing-fist, and a badass supernatural-killing revolver, and it's the maings of a rockin' hero.
Out of the handfull of american comics I still read, Hellboys still one of the best.
Hellboy is the intelectual property of Mike Mignola and Dark Horse Comics.