When Hellboy and Liz are arguing near the beginning of the movie, the former leans down to release his pet cats from under the bed; in the following shot, he's sitting on the edge of the bed instead of standing as he was a split second before.
When the army first awakens, the camera pans out away from the four agents, with the throne in the background. Although in the shots before and after, the Prince and Princess are standing directly in front of the throne, they are obviously not present in this shot.
When the movie cuts to the Bureau for Paranormal Research and Defense a geographic title is displayed indicting that the headquarters is in Trenton N.J. In Hellboy it was in Newark N.J. and it's the same building.
The power outage in the auction scene reveals multiple mistakes simultaneously: not only should the large newsfeed monitors go dark instead of displaying static (since static would be a failure at the broadcast end, not the receiver), but also the laptops should continue uninterrupted, since (1) they were running their own spreadsheet software, not a broadcast reception, and (2) their AC power is for backup only. Laptops run on their own batteries and use AC power only for recharging.
In Hellboy Liz's flames are blue, in Hellboy II: The Golden Army her flames are orange. However, the commentary on the DVD specifically explains the different color of her flames as a sign of more control.
In Hellboy no armed guards were necessary for protecting the Bureau for Paranormal Research and Defense. In Hellboy II: The Golden Army when the same building is shown there are two stationary guards and two men with a dog each on patrol. This doesn't tally because Bureau for Paranormal is supposed to be top secret when all of the guards are not very subtle. However, there was a break-in in the first movie. Perhaps they felt the need for heightened security. Also, they've 'come out' to the world now and don't feel the need for secrecy.
When the tooth fairies attack, Abe says that they feed mostly on calcium and go for the teeth first, yet when the devoured body of a BPRD agent is shown, all the flesh has been stripped but the skeleton and teeth are clearly fully intact.
Hellboy is normally pretty big. His arms are big, his non-rock hand is bigger then a normal human hand, and his chest is wider then a normal humans. However when he is watching the news shirtless his body is normal sized. It's almost like they forgot to put on the fake muscles and just painted Ron Perlman red. The biggest tell tale sign of this is when you are looking at his arms. They seem like twigs compared to how he looks in the rest of the movie, and when he lifts his rock hand the arm/wrist that supports it looks too thin to actually be able to support it.
When Prince Nuada meets with his father, he is punched in the nose, causing both him and the princess to bleed. In that scene, their blood is dark red, like normal blood. However, their blood is shown to be an amber shade both in the scene where the prince cuts the princess' cheek and in the final battle.
When Prince Nuada bleeds from his nose, he reaches up and wipes it away. The blood leaves no smear, revealing that it was CGI to keep from messing up his makeup. In subsequent shots, there is no blood on the hand he wiped the blood off with either.
When Hellboy punches the big troll in the market, he hits him from below with an uppercut, yet the troll goes flying straight back after going up only a short ways. Depending on where Hellboy struck him, he should've either gone straight up or up at an angle and then down at an angle.
The legless guardian of the Golden Army cave drags a cart around by walking with this arms. However, in the scene when they were entering the cave, the cart moves forward before his upper body drags it, obviously powered externally by the film crew.
When Tom Manning is trying to explain the mess made by Prince Nuada, a reporter is seen interviewing Tom Manning. While it is pouring with rain she is not covered by the umbrella she is standing next to, yet she doesn't get wet at all.
When Hellboy hits the ground and starts to pass out from being impaled, the camera gives a shot as if through the eyes of Hellboy, but the image shrinks from the top and bottom, but his eyelids are set vertically and should therefore close from left to right.
During the final fight scene with the Golden Army, as the camera pans back to show the numbers of Machines, some claim there have to be far more than 4900 (70 times 70). In reality, a number this high is almost impossible for the brain to comprehend, let alone identify. Most people intuitively think they can see an almost infinite amount of stars in the night sky, when in fact one can only see about 2000 under good conditions. Also, in Biblical terms 70 is often understood as "a lot", so "70 times 70" could simply be intended to mean "an awful lot".
Just before the fight with Wink, Hellboy lights up a cigar which gets knocked out of his mouth and gets ruined in the water on the ground in the market. Later on, near the end of the fight, Hellboy is putting a lit cigar into his mouth. However, just before Wink makes his fatal move Hellboy is seen actually lighting a new cigar as he warns Wink not to do it. After Wink is killed in the grinding machine Hellboy then puts the now lit cigar in his mouth.
When the Prince confronts the King and is sentenced to death, he asks his sister the Princess if she was at peace with the King's verdict, which she confirms. As the twins' fates are bound, this means she accepts her own death which would occur at the same time the Prince died. If she was really supporting the King's decision, she could have ended it then and there by suicide, preventing the Prince from slaughtering all the guards and his father.