The only thing preventing me from giving this a 5-star rating is that the collection isn't as logical as it could have been. Unlike the B.P.R.D. hardback collections, there's relatively little reorganization of material in these collections. It would have been more effective if this volume had included The Wild Hunt and if the Bride of Hell had been moved to Volume 5.
Having said that, these are absolutely great. If you aren't caught up on Hellboy, reading through The Wild Hunt and The Storm and The Fury in succession is the best way to read them. When I read them individually, spaced out over some time, they felt much slighter and less complete. Taken as a whole, however, they are perhaps the strongest Hellboy storyline yet, edging out my previous favorite, Conqueror Worm. The story is more focused and Hellboy's character--his values, his ambitions, his personality--are more clearly depicted than ever while maintaining the subdued, dry tone that Mignola has traditionally brought to the character.
A triumph of the medium and a must-have for fans of the series.