NOVELS
According to Christopher Golden, the only canon stories listed here are Hellboy: The Lost Army, Hellboy: The Bones of Giants, and Hellboy: The Dragon Pool, and the short stories The Nuckelavee, The Promised Smile, and The Other Side of Summer.
# denotes stories illustrated by Mike Mignola.
1997 JUNE 1 ― Hellboy: The Lost Army#
2001 DECEMBER 5 ― Hellboy: The Bones of Giants#
2005 SEPTEMBER ― Hellboy: On Earth as it is in Hell
2006 MARCH ― Hellboy: Unnatural Selection
2006 JULY ― Hellboy: The God Machine
2007 MARCH ― Hellboy: The Dragon Pool
2008 FEBRUARY 13 ― Hellboy: Emerald Hell
2008 OCTOBER 22 ― Hellboy: The All-Seeing Eye
2009 APRIL 1 ― Hellboy: The Fire Wolves
2009 JULY 22 ― Lobster Johnson: The Satan Factory
2009 SEPTEMBER 30 ― Hellboy: The Ice Wolves
SHORT STORY ANTHOLOGIES
1999 DECEMBER 15 ― Hellboy: Odd Jobs#INCLUDES:
Medusa's Revenge
Jigsaw
A Mother Cries at Midnight
Delivered
Folie α Deux
Demon Politics
A Grim Fairy Tale
Scared Crows
Where Their Fire Is Not Quenched
I Had Bigfoot's Baby!
The Nuckelavee
A Night at the Beach
Burn, Baby, Burn
Far Flew the Boast of Him
2004 OCTOBER 6 ― Hellboy: Odder Jobs#
INCLUDES:
The Brotherhood of the Gun
From an Enchanter Fleeing
Down in the Flood
Newford Spook Squad
Water Music
The Vampire Brief
Unfinished Business
Saint Hellboy
Sleepless in Manhattan
The Wish Hounds
Act of Mercy
The Thrice-Named Hill
Of Blood, of Clay
A Full and Satisfying Life
The Glass Road
Tasty Teeth
2008 JULY 9 ― Hellboy: Oddest Jobs#INCLUDES:
Jiving with Shadows and Dragons and Long, Black Trains
Straight, No Chaser
Second Honeymoon
Danny Boy
Strange Fishing in the Western Highlands
Salamander Blues
The Thursday Men
Produce
Repossession
In Cupboards and Bookshelves
Feet of Sciron
Monster Boy
Evolution and Hellhole Canyon
A Room of One's Own
2017 AUGUST 16 ― Hellboy: An Assortment of Horrors#INCLUDES:
The Promised Smile
When Doves Cry
The Other Side of Summer
The Hellboyness of Hellboy
One More Radical Stone Fox
The Duelist
A Quiet Night in the Library
Fire Is the Devils Only Friend
A Huge Damn Vampire
The Other Government Guys
Her Red Right Hand
To Bell the Cat
Versteckdt
Of Boys and Two-headed Dogs
Burning Girls
Tales of the Worm Lord
Special Note
I just wanted to thank Kees_L for helping me with this list. I don't collect the novels myself, so I'm utterly clueless on my own. Thanks!