>>25566796After The Conquerer Worm Hellboy splits into two books, Hellboy itself, which is currently doing an explanation of his human ancestry, and BPRD, Bureau of Paranormal Research and Defense which is the self contained adventures of the organization Hellboy works for, they don't bleed over although they have been teasing a crossover for a few issues. Both books are telling grand, end of the world esque stories without treading on each others toes, broken up with intermission mini-series (which I find annoying personally)
The current Hellboy arc, detailing his human ancestry mixed with a grand war of the witches against humanity started with The Wild Hunt, but has its origins in a Hellboy short story The Corpse, contained in "The Chained Coffin, and others". Like I mentioned, they set the narrative and canon in the shorts, and now they're tying everything together.