Azazel is member of the mythical "Neyaphem", an early demonic group of mutants and the father of Nightcrawler.
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History
Azazel was banished to an alternate dimenson by a group of xenophobic but angelic mutants called the Cheryarafim. Azazel was the only member of the Neyaphem who could cross the dimensional boundaries due to his ability to teleport. On one of these journeys, he met and mated wth Mystique during her time in Germany. Eventually, Mystique gave birth to the baby that would become Kurt Wagner, the X-Man known as Nightcrawler.
