There are multiple artists with this name:
1) HIM is an alternative rock band from Finland.
2) HiM, a solo project put together in 1995 by Doug Scharin (drummer for June of 44, REX, and Codeine).
3) HIM, acronym for "Hiromasa Ijichi Melodies," a Japanese group. 1) Formed in 1991 by vocalist Ville Valo, guitarist Mikko Lindström (Linde), and bassist Mikko Paananen(Mige). Today the band consists of the previously named as well as a drummer Mika Karppinen(Gas) and a keyboardist Janne Puurtinen(Burton). The name HIM was originally an abbreviation for "His Infernal Majesty", but was changed to the initials to avoid confusion with the occult. The name "HIM" later caused confusion when touring in the US, because of another band using the same name (read below at 2)).

Read more about HIM on Last.fm.