Hellboy Halloween Costumes! Hellboy is a comic book super hero that is purported to be half-demon, or devil. When discovered by the Nazi's, it was originally intended that he would be brought in toward the end of WWII to change the tide of the war to favor the Nazi regime. In a twist of events, Hellboy's mission was diverted and he came to work for the Bureau for Paranormal Research and Defense based in the United States. Now Hellboy's mission is to battle all evil forces of the occult and otherwise. Hellboy is known to be a very large, bright red-skinned, demon-looking creature with tails and horns which he tries to keep small. He also has great super human powers. Hellboy can withstand many assaults that would kill an average human being, including gunshots.