Azog is not mentioned much in The Hobbit, but appears in other Tolkien works as well. His role in the films was greatly expanded from the source material, but it does serve to give the movies their first really memorable orc character. In The Hobbit (novel), Gandalf says to Thorin "'Your grandfather Thrór was killed, you remember, in the mines of Moria by Azog the Goblin" - and that's just about the only mention of him. More is said in the Simarillion, and some of what you see of Azog in the films is lifted from there, while other bits have been added/altered, such as Azog surviving the Battle of Azanulbizar and hunting the Dwarves and Bilbo.