Who is Hellboy, and where does he actually come from? Well, that's a complicated answer that Mignola took his sweet time revealing. To put it simply: Hellboy isn't just a catchy name, it's a surprisingly succinct summary of who he is: he's half Hell, half boy. Half-human and half-demon. His mother was a witch impregnated by one of the Dukes of Hell, Azzael. Although she ultimately renounced her witchiness and tried to seek holy sanctuary in death, Azzael kidnapped her body and forced her to bear Hellboy in Hell. There, Hellboy was given his spooky, apocalyptic name, Anung un Rama (which translates to "and upon his brow is set a crown of flame"). He was also granted his Right Hand of Doom, a relic that connects him to the Ogdru Jahad, a series of Lovecraftian elder gods imprisoned in space.
Simple, right? From tortured circumstances comes a hero — fairly standard stuff. Hold on, though. Hellboy's mother, Sarah, the witch? She was actually the latest in a long lineage of witches that go all the way back to Morgan le Fay. Despite Morgan and King Arthur being half-siblings, the two of them conceived children, one of whom was Sarah's great-great-great-and-so-on grandmother, which makes Hellboy one of the rightful and only descendents of King Arthur. That also means that Hellboy can (and does) wield the holy blade Excalibur as the rightful king of England. Not bad for a red guy with a tail.