In Box Full Of Evil, he defeats Ualac by ripping off his newly grown horns and stabbing him with them.
Towards the end of "The Wolves of St. August", Hellboy has had enough of William Grenier's self-righteous justifications. When will announces he is "much sinned against", HB scream "I DON'T CARE IF YOU'RE A GOD-DAMNED FISH! YOU'RE GOING DOWN!" He's then thrown out of the room screaming "YOU HEAR ME?!" It's an amazing showing of just how far you have to push Hellboy before he starts beating things.
The Jaguar demon vs Wendigo fight. The Wendigo actually forces the Jaguar to feel fear.
Hellboy's final fight. After all the weird monsters, the Eldritch Abominations, the mad sorcerers and mythological figures, what is his final battle? A motherfucking DRAGON. A manifestation of the Ogdru Jahad, he fights it, as it later turns out, atop Big Ben and kills it with a sword made from the Queen of Bloods hatred. If that isn't awesome, I don't know what is.
CMOA for the art, as well. I've seen dragons depicted many times over as cute, badass and what have you. This is the first one that looked terrifying
Hellboy tears off his horns and proceeds to stab Rasputin with one. And after that, when he tells Liz Sherman what he said to bring her back to life: "Hey, you, on the other side — let her go. Because for her I will cross over, and then you'll be sorry."
*Hellboy tears off his horns, preventing the Ogdru Jahad from escaping*
Rasputin: What have you done?
Hellboy: I... *STAB* CHOSE.
And to further reiterate, he threatened all the powers of Hell itself into letting Liz go... and they did.
John Myers gets one during that scene. After being a bystander for most of the film, he's ultimately the one who derails Rasputin's plan by persuading Hellboy to chose his own path. He also axe kicks The Dragon in the face.
RASPUTIN: Open the final lock.
[Hellboy moves to insert his stone hand into the second lock, when-]
MEYERS: Remember who you are!
[Hellboy lifts his head, and pulls back from the key hole. He turns, and Meyers throws Professor Bruttenholm's rosary, which Hellboy catches briefly before dropping it into the snow. It's left a burn in the shape of a cross. He looks at it, suddenly lost in thought. Meanwhile, Ilsa tries to hit Meyers with her hammer again, but he trips her and knocks her out with a kick. Rasputin approaches Hellboy.]
RASPUTIN: Believe me, I have lived long enough to know! Not a tear will be shed for this world!
[Meyers, now standing, too, approaches.]
MEYERS: You have a choice! Your father gave you that!
RASPUTIN: No, you don't! [points at the keystone angrily] Now, open it!
[Hellboy doesn't move.]
RASPUTIN: Do it!
[Without hesitation, Hellboy reaches up and rips off his newly-regrown horns and sighs in relief. Above them, the pillar of flame reaching to the Ogdru Jhad falters and goes out, and the beast lets out a bellowing roar of rage before it vanishes and the portal through the eclipse closes.]
Liz: "You should be running."
Hellboy is (apparently) at Kroenen's mercy, until Manning throws a cog at the Nazi, distracting him long enough to let Hellboy pull him into the spike pit. Then he drops a giant machine cog on him. And Manning adds insult to injury by dropping the rest of his smaller cogs on him as well. Then he teaches Hellboy the proper way to light a cigar.
Prof. Bruttenholm's final scene is a crowning moment of awesome-stoicism. Confronted by Kroenen, Rasputin, and the certainty of a very stabby death, he faces it like a man, faith never wavering.
Kroenen himself. Especially in the first scene when he shoots his gun eight times, using up all the bullets, and then pops his knives out of his sleeves and kills a whole lot more of them.
Also when he is about to be overwhelmed by guards facing him with guns, after losing his hand in the first scene, and kills them all.
Hellboy II: The Golden Army has Johann Krauss who beats the living shit out of Hellboy by using ectoplasmic win plus locker doors. Later on, when the Golden Army awakens, Krauss takes control of one of the soldiers and starts mauling the rest of them in a spectacular case of Color-Coded for Your Convenience.
To say nothing of his final words to Manning at the end of the movie when he, Hellboy, and the others quit the BPRD. He may not have actually had what he told him to... er, suck, but it was awesome nonetheless, especially considering what a wet blanket he'd been for much of the film.
"Dr. Manning, suck my ectoplasmic schwanstŁker.
Pretty much any moment when Prince Nuada had a weapon in his hand and was cutting someone with it also qualifies.
Also worth mentioning is Hellboy and Abe's drunken duet, followed shortly by a duel between Hellboy and Nuada, where Hellboy successfully fends him off while still stone drunk.
Also, Abe managing to briefly delay Wink from capturing Nuala. Okay, not that impressive in the grand scale of things — it was only brief, and Abe's fighting style consisted of not being where ever Wink was punching at the time, but when you're the teams resident Non-Action Guy, going up against The Brute mano a mano (er, fish-mano a demon-cyborg-mano) and not getting immediately beaten to death is pretty badass.
In The Golden Army, Liz tells the Angel of Death to its face that she wants him to bring Hellboy back to life, even if he'll end up destroying the world.
The entire Troll Market is a CMOA for del Toro. A bonus feature on the DVD has him explaining some of the ideas that went into it, many of which are only given a few seconds' camera focus and no explanation, but it is a truly glorious trip into his imagination.