Hellboy
From The Big Bang Theory Wiki
Hellboy is a comic book character created by writer-artist Mike Mignola. He has appeared in a number of eponymous miniseries and one-shots, as well as some crossovers.
The character is a demon who fights for the U.S. government and himself against dark forces including Nazis and Baba Yaga, in a series of tales that have their roots in folklore, pulp magazines, vintage adventure, and horror fiction. (more from Wikipedia)
While the guys are perusing the new comics at the comic book store in May, 2009, Stuart "spoils" Sheldon by describing the latest issue of Hellboy as "mindblowing". The issue in question is indeed the latest issue at the time of that episode: it's "Hellboy: The Wild Hunt" #4, cover date of March 2009 [1]. (0222)