I've seen every episode of Hellsing and Hellsing Ultimate. Read the manga too. Apparently you haven't.
Remember when he fought Rip Van Winkle? She and her Millenium soldiers took over a battleship a few thousand miles away from England where Alucard was. The only way for Alucard to get there was on the Blackbird jet. And after he killed Rip Van Winkle, he had to pilot the ship back to England. Why didn't he just teleport if he can?