"Hellsing: The Dawn" is a three-episode OVA prequel to the "Hellsing Ultimate" series, set during World War II. The narrative centers on the Hellsing Organization's early operations, specifically focusing on the collaboration between the vampire Alucard and a young Walter C. Dornez, who would later become Hellsing's butler. The story unfolds against the backdrop of the war, with the Hellsing Organization tasked with combating supernatural threats that emerge amidst the chaos of global conflict.

The primary antagonist is the Millennium Organization, a Nazi paramilitary group led by the enigmatic Major, which seeks to create an army of artificial vampires to dominate the war. Alucard and Walter are dispatched to Warsaw, Poland, to investigate and neutralize Millennium's operations. The duo infiltrates a Nazi stronghold, encountering fierce resistance from Millennium's vampire soldiers, known as "vampiric ghouls." The dynamic between Alucard and Walter is central to the narrative, showcasing their contrasting personalities and combat styles. Alucard, a centuries-old vampire with immense power, operates with a cold, detached demeanor, while Walter, a young and skilled assassin, relies on precision and agility.

The plot escalates as Alucard and Walter confront Millennium's forces, culminating in a battle against the organization's top enforcer, Captain Hans Günsche, a formidable artificial vampire. The conflict highlights the brutality of war and the moral ambiguity of Hellsing's mission, as both sides employ extreme measures to achieve their goals. The OVA concludes with Alucard and Walter successfully thwarting Millennium's immediate plans, though the encounter foreshadows the ongoing struggle between the two organizations.

The series provides insight into the origins of key characters and their relationships, particularly the bond between Alucard and Walter, which evolves from mutual respect to a complex partnership. The wartime setting amplifies the tension and stakes, emphasizing the intersection of human conflict and supernatural warfare. "Hellsing: The Dawn" serves as a prelude to the events of "Hellsing Ultimate," enriching the broader narrative by exploring the formative experiences of its central figures.