Someone should mention, only one Captain America-analog per team...

Hellboy and the Torch of Liberty (and his sidekick, Radio Girl) make a cameo in John Byrne's Danger Unlimited #4, in a flashback to July 15, 1964; the first public appearance of the Danger, Unlimited team. I don't know if the other three members of the Sentinels of Freedom were named, but the blue-masked Commie-Smasher has a great chest emblem.

On recently re-reading the series, I think I liked the flashbacks more than the portions of the story set in the future. The flashbacks have a Fantastic Four meets Jonny Quest feel. The Jimmy Olsen looking kid is Calvin Carson, a.k.a. Thermal, a Human Torch analog with heat and cold powers. Placed in stasis during a final battle in DH's headquarters in 1985, Thermal wakes up in the year 2060, with his memory and powers distorted, and earth controlled by the alien Xlerii.

The rest of the series alternates between Carson trying to piece together his memory, while a new Danger Unlimited forms around him, like Belabet above. (Vile speculation: I suspected Carson's memory problems weren't because of his time in stasis, they were because he was a cloned copy of the original Thermal.)

Of course, Hellboy's own comic would take him far and away from more typical superhero team books, but it is interesting to think of what might have been. I don't know if it's intentional, but Hellboy there reminds me of a Dick Sprang Batman, more friendly and cheerful than most versions that we're used to.

The Torch of Liberty is the backup feature in this series, and as I recollected, his origin was a bit more violent than Cap's. The Torch himself can be more violent as well, since there's a lot more dead Nazis than usual there. Not that that's a bad thing.