A bayonet is a detachable blade that is usually fixed onto the muzzle of a rifle to stab enemies with at close-combat range. They are used as the primary weapon of Alexander Anderson in the Hellsing series; however, his are specialized, each of them being blessed and probably made of silver, making them highly dangerous to vampires. He wields them in close-combat like swords and often holds them between his fingers. He also throws the bayonets at his target, with stunning accuracy for a human. Some of the bayonets are shown to have hand guards in the manga and TV series. The type of bayonets he uses the most are similar to Austrian sword bayonets, with custom hand grips for easier slashing and stabbing.
The effectiveness of the bayonets against vampires seem to vary with the strength of the vampire. For example, when he threw several bayonets at Seras Victoria, she was stunned by them and her hand burned when It touched the bayonet; Alucard later stated that the only reason she wasn't killed was because it didn't pierce her heart. However, when used against Alucard, they only stung slightly. Nonetheless, due to their blessed nature they are one of the few weapons capable of causing actual pain and damage to Alucard at all (although he usually just regenerates from it). It's shown when Alexander Anderson became the Monster of God, a single bayonet was so powerful that it nearly killed Alucard. Also the durability of the bayonets is inconsistent. Early in the Manga and OVA they are shown to shatter when being hit by bullets. However during Battle of London they are shown deflecting Alucard's gunshots, with only the Jackal breaking it (even then the bullet ricochet off and shot through Alexander's hand).
The more logical explanation to this is that Anderson's initial bayonets were of lesser quality and effectiveness, and he later started to use ones of upgraded quality in order to fight against more powerful enemies (as he commented in Volume 1 that he would require better preparation to fight against Alucard).