General Hellsing Sites:
Hellsing LJ community - Dunno how many people here have an LJ, but if you do it's a great community. Lots of interesting topics
The Hellsing Organization - good all-around info site
Eleventh Hour - "Just another Hellsing site". Run by a friend of mine. Lots of good info, especially on the manga.

Iscariot Sites:
In Nomine Patris - An Enrico Maxwell shrine.

Millennium Sites:
Siegity Heil - Crazy Millennium fun!

Webcomics:
Blood Knight - awesome online doujinshi
And Shine Heaven Now - A Hellsing webcomic
Cross Fire - A great Millennium/Hellsing webcomic. READ OR DIE (updates weekly)Elevator Action (Without the Elevator) - Another Millennium webcomic spawned after Cross Fire, drawn by the owner of Eleventh Hour

Fanlistings:
ETERNAL: The Hellsing Fanlisting
SHINE----the Hellsing Fanlisting
Intensity .::An Integra Fanlisting and Shrine::.
True Vampire: an Alucard fanlising
Iscariot Fanlisting
Millennium Fanlisting
Rip Van Winkle Fanlisting


Oekaki Boards:
Hellsing CRAP Oekaki - Eleventh Hour's board
Der Major's Oekakiboardensteinen - Cross Fire's board
And Shine Heaven Now's Oekaki

Japanese Sites:
Solid&Etc - Toshimichi's Hellsing fanart. Fantastic art, and a very well-known site
Hyper Ushioon - Ushio's site full of wacky Hellsing art

Hellsing RPGs
Hellsing: Oblivion - A Hellsing Manga RP on Gaia
Oblivion on proboards

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PM Me if you have a link you'd like to add.