message from Mike Mignola himself on the Dark Horse Comics website) confirmed the demise of Hellboy.
It has been a busy year for Hellboy, since being lost at sea (see: "The Third Wish") he has been in England along with Alice Monaghan, his new lover. When he was invited by witches of England to be the new king...he of course declined. The witches then reluctantly accepted a new queen, Nimue, who declared herself Goddess of War! Now she has gathered together an unholy army whose purpose is the destruction of all life on Earth! The only one who stands in her way is Hellboy, who has recently discovered he is descended from King Arthur!? While the noble dead have risen from the grave to follow their new king against Nimue's army, Hellboy gave his left eye to Baba Yaga (see: "Darkness Calls") in order to get past Nimue's army and into her tower where she transforms into the Dragon of Ragna Rok!
"The Fury" is the culmination of one of the longest Hellboy storylines ever, only to end with the ultimate battle of good vs. evil and the apocalypse! "The Fury" also marks the return of the Ogdru Jahad and Hecate. "The Fury" is one of the best Hellboy storylines ever and although creator Mike Mignola admitted that the death of Hellboy was inevitable this is not really the end of Hellboy... With the epic final confrontation and demise of Hellboy in "The Fury", fans should not be too discouraged as we eagerly await the return of Big Red in "Hellboy: In Hell" in 2012!