Hellboy comics are about Hellboy and even though there may be other characters he's the star. B.P.R.D. (Bureau for Paranormal Research and Defense) is like a team comic book where Hellboy is one of a team, though I don't recall if he's even in these comics because he retired from the BPRD and then went missing for a few years.

Mike Mignola's BPRD Bundle (archive.org link) is $18 and you can add the first bundle (Hellboy TPBs) for another $12.

I have the first BPRD series and a few of the second in physical TPBs. Still this bundle would be 17 new books for me so well worth it.

 Jan 2003 BPRD v1: Hollow Earth (own)
 Aug 2004 BPRD v2: Soul of Venice (own)
 Feb 2005 BPRD v3: A Plague of Frogs (own)
 Sep 2005 BPRD v4: The Dead (own)
 Jul 2006 BPRD v5: The Black Flame (own)
 Jan 2007 BPRD v6: The Universal Machine (own)
 Jan 2008 BPRD v7: Garden of Souls (own)
 May 2008 BPRD v8: Killing Ground (own)
 Nov 2008 BPRD v9: 1946 (own)
 Apr 2009 BPRD v10: The Warning (own)
 Oct 2009 BPRD v11: The Black Goddess (own)
 Apr 2010 BPRD v12: War on Frogs (own)
 Jul 2010 BPRD v13: 1947 (own)
 Nov 2010 BPRD v14: King of Fear (own)

 Aug 2011 BPRD Hell on Earth v1: New World
 Dec 2011 BPRD: Being Human (own)
 Feb 2012 BPRD Hell on Earth v2: Gods and Monsters (own)
 Aug 2012 BPRD Hell on Earth v3: Russia (own)
 Dec 2012 BPRD Hell on Earth v4: Devil's Engine & Long Death
 Jul 2013 BPRD Hell on Earth v5: The Pickens County Horror
 Aug 2013 BPRD Hell on Earth v6: The Return of the Master (own)
 Sep 2013 BPRD: 1948
 Jan 2014 BPRD Hell on Earth v7: A Cold Day in Hell
 Apr 2014 BPRD Hell on Earth v8: Lake of Fire
 Sep 2014 BPRD Hell on Earth v9: The Reign of the Black Flame
 Mar 2015 BPRD Hell on Earth v10: The Devil's Wings
 Sep 2015 BPRD Hell on Earth v11: Flesh and Stone
 Dec 2015 BPRD Hell on Earth v12: Metamorphosis
 May 2016 BPRD Hell on Earth v13: End of Days
 Sep 2016 BPRD Hell on Earth v14: The Exorcist
 Mar 2017 BPRD Hell on Earth v15: Cometh the Hour
 Feb 2019 BPRD: Vampire 2E

 Apr 2018 BPRD The Devil You Know v1: Messiah
 Feb 2019 BPRD The Devil You Know v2: Pandemonium
 Jul 2019 BPRD The Devil You Know v3: Ragna Rok

2024-06-03: bought the bundle. BPRD Vampire is actually first edition (144 pages vs 160 pages).