Horrorclix?
Yep. It came in the BPRD set that came out a couple of years ago. Actually now that I think of it, that BPRD set could be used in both Horrorclix and Heroclix games if one was so inclined.
It contained Hellboy, Ben Daimyo, Liz Sherman, Abe Sapien, Hellbaby, Roger the Homunculous and Johann Krauss figures.