The Leviathan is a demonic beast who held an age-long grudge with the demon Astaroth over an unknown dispute.
During Hellboy's reunion with his uncle and his two brothers, Gamon and Lusk, the Leviathan appeared and consumed both Astaroth and his nephews before any further business could be done, ending the grudge between the two demons.
On Earth as it is in Hell Edit
In the out-of-continuity novel On Earth as it is in Hell by Brian Hodge, the Leviathan appears briefly in league with the daemon Moloch, whose minions kidnap Hellboy from the deck of a freighter in the Atlantic Ocean. The Leviathan carries Hellboy across the sea in its belly, before spitting him out onto the coast of the same Scottish isle where he was "born."