This second volume was published July 7, 2004 and featured a new Hellboy story by Mike Mignola as well as a sequel to Stray by Evan Dorkin and Jill Thompson story, a classic witch tale by Clark Ashton Smith illustrated by cover artist Gary Gianni, and an interview with Wiccan High Priestess Phyllis Currott.

[4][5] In the introduction, editor Scott Allie states that he was once again influenced by Mike Mignola in the choice of a theme for this second volume, which is inspired by the works of Nathaniel Hawthorne, Lord Dunsany and Weird Tales (for whom Smith formerly wrote).

This third volume was published June 1, 2005 and featured a new Hellboy story by Mike Mignola as well as a story by Goon creator Eric Powell and a classic tale by Conan the Barbarian creator Robert E. Howard illustrated by cover artist Gary Gianni.

[7][8] In his introduction editor Scott Allie states that this was supposed to be the last book in the series, because he thought he was pushing his luck with three, but he changed his mind and a fourth was produced.

[9] This fourth and final volume was published December 13, 2006 and featured a new Hellboy story by Mike Mignola as well as Kurt Busiek and Keith Giffen's homage to the great monster comics of Jack Kirby and a classic tale of South Seas horror by William Hope Hodgson illustrated by cover artist Gary Gianni.