The ending: Captain Vidal, the main villain, is surrounded by rebels while carrying his baby son. Realizing that he would soon be killed, he hands his son to another character, Mercedes, and calmly requests that the child is later told of his heroic exploits. Mercedes cuts him off, stating "No. He won't even know your name." right before her brother, a fellow rebel, draws a pistol and shoots the Captain in the face.
Which sounds more brilliant in the original Spanish, in which she switches her way to address him from formal usted, as due to someone of his rank, to informal tú, and she sounds like she's been waiting for so long to use it to his face and kick him off his pedestal.
It should be added that destroying the rebels and passing on his name were the only things Vidal seemed to care about; having the first denied him was bad, but when Mercedes denies him the second, it's really the only time in the film you see him look genuinely upset about something.
Garcés closing in on Mercedes, relishing the prospect to get his hands on her, and everything looks hopeless. Then, a gunshot. And there's just enough time after the gunshot is heard but before there's any effect to wonder who fired and where it came from, when the whistling bullet hits Garcés in the shoulder. And then the other shoulder. And he just keeps rocking back and forth as he's hit by bullets before one blows his brains out, and the fucking cavalry appears.
Vidal stitches his own cheek back together without anything more than a grunt of pain.
Guillermo del Toro himself gets one for giving normally typecast actors a chance to break out. He was under much criticism by several directors in the Spanish movie industry for casting many of the actors in roles that apparently did not suit them. One director predicted that the movie would be a huge flop due to his choices in actors, going on to say that “obviously you don’t know these things because you’re Mexican”. Del Toro’s response? “It’s not that I don’t know it— it's that I don’t give a fuck.” When Pan's Labyrinth premiered (and was subsequently an enormous hit), the Spanish director had no choice but to apologize for his remarks.
For a specific example Sergi Lopez, who played Captain Vidal, had only been known for comedic roles. With this film he portrayed one of the most terrifying and evil villains of the last decade. Likewise, Álex Angulo (the Doctor) was known as a comedic actor.
Another meta example: Doug Jones, who played the Faun, does not speak Spanish. So he learned all of his lines phonetically - and even though he was later overdubbed by a Spanish speaker, his efforts mean that the overdubbing is nearly seamless. Furthermore, he had to learn all of Ofelia's lines as well (so he would know when to speak), and was essentially acting while deaf - the servos in his costume were so loud that he couldn't hear her actress speak.
Guillermo del Toro sat next to Stephen King during a showing; in the commentary, he said watching King - no stranger to horror - squirming in his chair during the Pale Man scene was akin to winning the Oscar.
This movie got a 22-MINUTE standing ovation when it premiered at the Cannes Film Festival.