Trivia: The Erzebet character is based very loosely on a real figure from history, Countess Elizabeth Bathory. Bathory was tried in the 1600's for killing numerous women (some claim as many as 600). Eventually, her horrifying crimes led to the creation of the false legend that she would bathe in the blood of those she killed to retain her youth.
Trivia: A post-credit sequence in this film hints at a third "Hellboy: Animated" film that would feature a popular character from the comics named "Lobster Johnson." However, the studios were not pleased with the DVD sales for the first two "Hellboy Animated" films, and all production on the third has been put on hold.
Answer: 90% of the creatures in Hellboy are taken from various myths and legends. Any books dealing with mythology or medieval stories should be ideal.