Two amino acids, cysteine and methionine, contain sulfur. Cysteine, with its –SH group, isn't too hydrophilic, since the sulfhydryl group doesn't form hydrogen bonds readily. You may recall the difference between the boiling points for H2S and H2O: -62 vs. 100°C.
Cys is present in the active site of various enzymes. The –SH group can dissociate to an anionic species, which is an exceptional nucleophile (pK 8 to 9).