Welcome! The best place to start is either Hellboy Omnibus Vol 1: Seed of Destruction
https://www.amazon.com/Hellboy-Omnibus-1-Seed-Destruction/dp/1506706665
or Hellboy: The Complete Short Stories Omnibus Vol 1
https://www.amazon.com/Hellboy-Complete-Short-Stories-1/dp/1506706649
The entire Hellboy series is collected across 6 omnibuses in this line (4 main ones & 2 short story ones), and are all usually $17 or under.
If you finish Hellboy and want to keep going with the main story then you can move onto
Main Story:
I was browsing through amazon and found this: link
I was a little concerned because it didn't have many reviews and it was cheaper than other ones I've seen, but mine seems to be perfect.
Below has the answers here is a direct link on Amazon. hellboy
This released last year. Available at a nice price on amazon and these go on sale every few months on comiXology. There’s also a hardcover version available. Hellboy Omnibus Volume 4: Hellboy in Hell (Hellboy in Hell Omnibus) https://www.amazon.com/dp/1506707491/ref=cm_sw_r_cp_api_i_YyjrCbT0JS5MY
You can always find a person online who have 3d printing services
https://cults3d.com/en/3d-model/art/hellboy-good-samaritan-film-and-comic-version-free
Try amazon smile to donate to a charity of your choice automatically at no cost to you!
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Although its been changed to a web-comic, you can still buy the volumes of Atomic Robo // Amazon Think Hellboy, but science more so than supernatural. More comedic, as his most hindering antagonist, and science rival is Doctor Dinosaur. There is also a great spin-off series called Real Science Adventures, which tells stories of his creator Nikola Tesla, and others.