Usually the phrase "history lesson" doesn't grab people's attention. But you all want to hear about the bishōnen Walter, right? Good, because that's what you're going to get.
It all started in 1944. Strictly speaking, it started long before that, at least as far back as the beginning of Christianity and continuing through centuries of anti-Semitism, not to mention European antagonism, up until the rise of Adolf Hitler, and everything that implies. But for our purposes it started in 1944, because that's when The Dawn takes place.
Hellsing: The Dawn is a series in the Hellsing universe by Kōta Hirano aside from Hellsing proper. It's the only one; Hirano's other series featuring Hellsing characters, even Cross Fire, are non-canon for the main series. It centers around a mission undertaken by a certain 14-year-old boy named Walter, alias Angel of Death. Walter's a member of Hellsing, and he's been sent to singlehandeldy take out an artificial army of ghouls being developed by a Nazi faction.
Well, not quite singlehandeldy. There's a coffin with him. And, yes, Alucard's inside it - but even without him, Walter would hardly have been alone. The coffin punches people. (And chain-smokes.)
The Dawn is a little weird.
Walter interrupts the Major during dinner; the Captain comes out to defend him, and a battle ensues. Although The Dawn is still in progress, we can make inferences on what happened between where it left off and where Hellsing proper picks the story up. Basically, the bad guys get away. And the battle is never finished.
It'll get picked up again, never fear. But there's no guarantee that Walter will fare as well this time as he did in 1944. After all, you're only young once.