Cocytus is a river of Hell. Within the river dwell the souls of average sinners, who are transformed into fish, which are taken out of the water by the Fisher of Souls to be hammered into soldiers for Hell's army. These soldiers are then tossed into a pile, waiting for Hellboy to awaken them as his personal army.

Later after Eligos was killed by Edward Grey who became the embodiment of the river Acheron, Cocytus along with Styx, Phlegethon, and Lethe welcomed their newly ascended brother inviting him to join them.