This is an old list that used to be posted on the Dark Horse forums. The list consists of the core Hellboy Universe comics with an additional section for the Hellboy Universe novels, and just for the hell of it, there's a section for the Baltimore stories as well.
CONTENTS:
1. Core Comics of the Hellboy Universe by Publishing Order
Due to post limitations, this list will be divided up into sections.
2. Library Editions and Omnibuses
This section lists which trades are in which book.
3. Novels of the Hellboy Universe by Publishing Order
Please note, I don't collect the novels myself. I rely on other people for this information.
4. The Outerverse by Publishing Order
This section lists the novel and the later comics of the Outerverse (Baltimore, Joe Golem, et al.).
5. Upcoming Issues
This section lists the upcoming issues according to the solicitations.
6. Upcoming Trade Paperbacks
This just lists various collections that are in the making.
7. Digital Availability
7A. Part 1: Hellboy, B.P.R.D., and Abe Sapien
7B. Part 2: Hellboy Spinoffs
7C. Part 3: Beyond the Hellboy Universe
7C. Part 4: Work for Hire
7E. Part 5: Crossovers
8. Useful Links
At the suggestion of Kees_L, this section links to other useful lists out there.