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 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 Abe denies following Nuala, he spreads his arms. In the next shot, they are behind his back.
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 (2004) Liz's flames are blue, in Hellboy II: The Golden Army (2008) 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 (2004) no armed guards were necessary for protecting the Bureau for Paranormal Research and Defense. In Hellboy II: The Golden Army (2008) 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 Johann speaks German it is generally nonsense, and sometimes the grammar is incorrect.
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.
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.
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 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 (2004) it was in Newark N.J. and it's the same building.
A Mitsubishi L-200 & Various EU-Spec cars can be seen.
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.
After the scene in the troll market Abe doesn't have his breathing collar on through the rest of the movie. He shouldn't be able to be out of water without it.