Every super hero has to have a villain to battle. In the film adaptation, Hellboy battles his nemesis, Rasputin. Rasputin is a Russian holy man thought to be dead. An evil sorcerer who has worked for Russian Czars and Hitler himself, Rasputin uses the resources of his employers for his own evil ends.
Rasputin summoned Hellboy to the Earth to destroy it, and disappeared after being defeated by Professor Broom. Many years later, Rasputin has resurfaced to make sure Hellboy fulfills his destiny.
Famous Czechoslovakian actor Karl Roden was cast as the madman Rasputin. Roden worked with del Toro on "Blade II." The director knew that Roden possessed the acting chops to pull off this strange foil.
Del Toro intentionally developed Rasputin as a villain who was as different from the traditional villain as Hellboy is from the traditional hero. Roden took this into consideration when developing the character.