On its surface, "El Sombra" is a pulp book about a mexican swordfighter and all round murder-machine killing a whole load of Nazis and saving the girl. Really though, it's really a book about brutality, heroism and consequences.
Nazis are that universal, faceless bad guy that everyone loves to hate. Indeed, the main few antagonists of the book are unquestionably despicable, and they have an army of cannon fodder at their disposal. Some of their soldiers are bad men, but many are good men working for a bad system. All of the soldiers are shaped by their past experiences, most being themselves brutalised or brainwashed as part of growing up in Nazi Germany. Good or bad, they're still all Nazis though, and so are slaughtered indiscriminately by El Sombra, who never knows and doesn't care about the people he kills and the many lives he destroys. You though are told about each person who dies and, for better or worse, who or what has been lost because they got in El Sombra's way.
It sounds as though El Sombra might be an unsympathetic character but that's not the case, he's as much a product of brutalisation as any of the people he kills. However, his reaction to his own brutalisation is shaped outside the influence of the Reich and he decides to become a masked avenger. The book explores what it is to be a masked avenger, the choices you have to make and their consequences. A good example of this is the chapter takes place in a burning building. To become a hero to the people, El Sombra has to do things which are distinctly un-heroic. This compares with the far less extroverted heroism of the people caught in the building, whose spirits weren't crushed by the system and are rebelling in their own small way, but must still face the horrifying consequences.
This book gives you exactly what you want and expect from a pulp novel: heroics and lots of fighting. However, violence and heroism is not glorified or celebrated but presented realistically and brutally. Just like El Sombra is continually faced with the consequences of his actions, so are you faced with the consequence of wanting violence for entertainment. This isn't just any pulpy hero novel, and it is all the greater for it.