'Breed is a comic book created by Jim Starlin. The series stars Raymond Stoner, a Vietnam vet who is, incidentally, also half demon.
In issue#2 of volume 1 of 'Breed Raymond wanders into an interdimensional limbo city where he meets the only other living occupant, Rachel. Rachel was a prostitute in victorian london until a client want a little too hard on the absinthe and cut off half her face with a razor. She killed him in defense, but fled because she knew she would hang no matter what. She ended up in the limbo city and lived there ever since.
Rachel is a half-demon breed as well, and teaches Raymond how to fight and control his demon-half. At the end of Volume 1 Raymon accidentally draws the attention of the true demons, who then send an army of breed into the city. Rachel dies in combat with their leader.