Styx, also called the Stygian Sea, is a large body of water in Hell, which surrounds both the Lake of Fire and Pandemonium.
Styx took a physical form and acted as one of Hellboy's guides to Hell, showing him the place where his mother Sarah Hughes was held and tortured until she gave birth to him.
Later after Eligos was killed by Edward Grey who became the embodiment of the river Acheron, Styx, along Phlegethon, Cocytus, and Lethe welcomed their newly ascended brother inviting him to join them.
The Personification of Styx