Hellboy In Hell #1 by Mike Mignola

After his apparent death, Hellboy awakens in a bleak, mythic underworld and begins a grim, solitary wander through frozen wastelands and strange, hostile realms; along the way he encounters grotesque denizens and uncanny visions, reflects on his past, his regrets, and the burden of the Right Hand of Doom, and steels himself—sardonic but defiant—toward an inevitable confrontation with the infernal powers that will decide his fate.