The Hellboy series is published as a series of self-contained but still inter-connected mini-series and one-shots. This mini-series represents issues 47-49 in the ongoing Hellboy meta-series. It was preceded by Hellboy in Mexico and followed by Hellboy: Double Feature of Evil.
Hellboy: The Storm and Hellboy: The Fury were initially conceived as one story. In order to give Duncan Fegredo time to complete his art, it was split into two mini-series with unrelated filler one-shots published in between.
Collected EditionsHellboy: Library Edition Vol. 6Hellboy Omnibus Volume 3Hellboy: The Storm and the Fury