The outline of the movie revolves a great deal around Ireland and Irish mythology: Nuada is the name of the first king of the mythological Tuatha De Danann people. The mythological Nuada bore the epithet "Silverhand" because, having lost his arm in battle, he wore a functioning silver arm. In the movie, Nuada's epithet is "Silverlance", and Nuada's father, Balor, has a mechanical arm.
David Hyde Pierce did the voice of Abe Sapien in Hellboy (2004), while Doug Jones played the physical part. For Hellboy II: The Golden Army (2008), Jones also does the voice. The reason is because the producers hoped Pierce's name would make the first film a box-office smash. But he refused to be credited because he felt Abe Sapien was Jones' work, and as such did no promotions or interviews, or even attended the premiere.
As the Angel of Death, Doug Jones could only see out of the crack across the mask he wore. Also, the mechanical wings he was wearing weighed about 40 pounds. Doug was originally supposed to walk around the set, but when it was discovered that he could barely stand, they instead hung him from a wire. This is why The Angel of Death floats.
Revolution Studios was originally set to produce this sequel but had to pull out once Sony decided they no longer wanted to fund Revolution Studios. Sony put the rights up for sale since they felt Hellboy wasn't a profitable franchise for them. Universal felt differently and bought the rights to make the sequel immediately.
The motto carved over the door to the Troll's Market is "Unus Mundus", which literally translates as "One World", and refers to the idea that there is an underlying reality from which everything emerges and to which everything will return. The idea was popularized by Swiss psychoanalyst Carl Jung.
The movie mentions Bethmoora, a city in the fiction of the early 20th century visionary writer Lord Dunsany. Also note that the Golden Army is hidden in Ireland, Dunsany's homeland. The term "glamour" used for the fairies' cloaking skill also originates in Dunsany's "The King of Elfland's Daughter".
The number 7 appears throughout the movie, most notably when it is stated that the Golden Army consists of "70 times 70", but also during the scene in the auction house, where the crown piece is listed as lot 777, with a starting price of $7,000,000.
As in the first movie, the agents that accompany Hellboy are named for things found while digging in the earth, albeit decidedly tougher than the first group: Marble, Flint, Steel (true, this is an alloy that is mostly iron, but Iron is not a common last name).
The area where Hellboy and company walk around is not actually on the Giant's Causeway itself, although it can be seen far behind and below them. The area they are standing on is close to Mussenden Temple, the Temple being behind the camera for most of the shots. The Causeway itself is actually over 10 miles from their position.
There are several shots in the movie showing a worn movie marquee advertising a film called "See You Next n sday." The inclusion of the phrase "See you next Wednesday" is a trademark of director John Landis (he has incorporated it into nearly all of the movies and many of the music videos he has directed). Landis, in turn, took the line from the movie 2001: A Space Odyssey (1968).
SERIES TRADEMARK:  There are the numbers '51' stenciled into the side of the compound, seen several times, since we find out in Hellboy (2004) that it's "sector 51". It may also, in both films, be a reference to Area 51.
The special goggles they wear to see the troll market are described as being designed by Eugen Schüfftan and using lenses and mirrors. This is an homage to special effects pioneer who used mirrors with silver stratigally removed to in camera place actors into miniatures or paintings.