Major Story Arcs

Marvel

Azazel is one of the eight Grigori, angels that were exiled to earth to watch over humanity

Vertigo

One of the triumvirate of Hell, Azazel is a giant black flame filled with eyes and teeth.

In the Sandman series, Lucifer gave up Hell and gave the Key to Hell to Dream, who later held court in the Dreaming as to who should be the owner. Since Azazel wanted to be the ruler, he kidnapped Nada, who was Dream's lover, but, since she rejected him, was sent to Hell by Dream. Azazel wanted to offer Nada as a trade for the key, he also offered Choronzon, a Duke of Hell Dream recently beat in a challenge for Dream's Helmet. Dream gave the key to Duma and Remiel, two angels. Azazel was angered that he was not chosen, so he threatened then attacked Dream. When it looked like like he has swallowed Dream, it was Dream who had him. He put Azazel in a small glass jar in a trunk with other mementos and knickknacks. He is still there today

Supernatural

Azazel is one of the stronger demons that walk the Earth, he was a one of the first Angels to fall and a leader in the rebellion against God. Azazel's true form now is a large mass of Black smoke. Like other demons, Azazel can manifest on earth by possessing an individual.

Azazel's stated master plan was to unlock the Devil's Gate, letting loose all the demons in Hell unto Earth. In order to do so he needed a human to do it. So he made deals during his time on earth with a generation of humans which allowed him entrance into their homes. When the deals came due he entered the homes of humans and fed their children his blood, thus ensuring a generation of demon powered potential warriors at his disposal. When Azazel was ready he brought them by groups into a deserted ghost town and pitted them against each other to weed out the weak, whomever was the sole survivor would be the leader of his army.

Azazel became obsessed with a young Mary Campbell, a demon-hunter and daughter of demon-hunters who was engaged to a recently returned from Vietnam John Winchester, thus began Azazel's forty plus years of stalking the Campbell/Winchester family. John Winchester not knowing his true identity called him the Yellow Eyed Demon. Mary's son Sam Winchester was one of these kids in his plan. While in reality Azazel covered his tracks well not letting on even then Angels of Heaven as to what his true motives behind Sam Winchester were. When in fact by opening the Devils Gate in Wyoming he planned to release the Demon Lilith who could break the 66 seals holding his "father", Lucifer in prison. He was planning to use Sam as Lucifer's vessel once he was freed from the 66 seals. Azazel had gathered a following while in hell, many of whom were eager and willing to follow Sam Winchester. Azazel had high hopes for Sam and even after the Winchesters had killed a few of his children, Azazel refused to really harm Sam in hopes that he would some day lead his army of demons. Azazel is eventually killed by Dean Winchester at the the Devil's Gate, with the help of John Winchester.