As a demon named Anung Un Rama, Hellboy was brought to Earth as an infant by Nazi occultists. Naturally. The character was rescued by Allied forces and raised by the United States' Bureau for Paranormal Research and Defense (BPRD), growing up to be a large red-skinned demon with a tail, horns and a big stone right hand. Hellboy has been dubbed as the "World's Greatest Paranormal Investigator."

Who are we to argue with that?