Mike Mignola's Hellboy and its spin-off B.P.R.D. (published by Dark Horse) are the only comic book series I still follow. From what I remember, the movies are so tonally different than the comic that they are basically a bad parody. The comics are steeped in mythology, folklore and classic literature from all over the world. In one comic, Hellboy finds himself in Japan fighting evil decapitated heads (based on an actual folk tale) while later, in Hell, he watches a puppet show of Charles Dickens's A Christmas Carol. It's crazy stuff. This is actually a drawing I did a while back for a fan art contest - I didn't submit this. You can see the one I did submit here.
One of my favorite monsters from Marvel Comics. I first learned about the Man-Thing from a Spider-Man collectable card set (apparently they had a "team up"). Man-Thing is a silent hulking swamp creature who guards the nexus of alternate dimensions and whose touch burns the flesh of fearful evil-doers.
Believe it or not, I don't remember ever having owned the book Where the Wild Things Are but I really like the Spike Jonze movie.