Hellboy is a comic book superhero created in 1993 by Mike Mignol and, in 2004, Guillermo del Toro directed the film.
Hellboy is a demon and a product of an experiment of Rasputin. The Nazis want to convert to Hellboy in a weapon for the Third Reich.
But... Hellboy is a demon with a good heart.
See interview with Guillermo del Toro (in Spanish):
The evolution of the films of Guillermo del Toro: