Demon

Demons (often interchangeable with Monsters) are evil spirits that are opposed to God, God's people, and/or generally terrorize the populace. They are shown to be in minority. Due to the tremendous amount of demons killed throughout the series, especially the Battle of London, it is unknown how many are remaining, other than Alucard and Seras.

Vampires
Vampires are the main characters and antagonists of the Hellsing series. They are supernaturally strong and fast beings that hunt and feed on humans, often controlling a larger army ghouls. Alucard is the most prominent vampire and a true vampire, followed by Seras, the Draculina. They are divided into two groups: artificial vampires, which were humans converted into vampires by Millennium, and true vampires, which were humans converted into vampires naturally.
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Werekin
Werekin are humans that exhibit animal-like qualities. There are very few Werekin ever seen in the Hellsing universe. Only two were ever known: The Captain and Schrödinger, a Werewolf and a Werecat respectively. Possibly the only two, they've thrown their lot in with the Millennium Organization. With both The Captain and Schrodinger dead, it is likely that the Werekins are extinct.
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Ghouls
Ghouls are the red-shirts of monsters. They are undead and totally obedient to their makers, the Vampire who bit them. They are a step above zombies, with the ability to control weapons and work as functional army, however they still hunger for human flesh and still have the same viral properties zombies do. Shooting them in the heads or hearts spells death for them.
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Other Species

 * Humans