Adult Fear: For a film with supernatural terrors as scary as the Pale Man, it's an accomplishment that the most chilling moments in the film come from the very real evils of Fascism and the authoritarian, sociopathic figures that it attracts.
For mothers: You die of childbirth leaving your little daughter with only your new husband, who turns out to be a sociopath wicked stepfather who has no qualms to kill her if she someday gets on his way.
All Just a Dream: NOPE! Guillermo Del Toro states that everything in the film was real.
Anyone Can Die: By the end of the film nearly every established character is dead, including the protagonist.
Audible Sharpness: During the shaving scene and during the scene with the eyeless man, first a key, then the knife
Badass: The rebels are replete with badasses, of course. Vidal is an inverted evil badass. And Mercedes is a more understated but no less determined badass when her moment to shine comes.
"Motherfucker, don't you dare touch the girl. You won't be the first pig I've gutted."
Berserk Button: If one is to hurt children, one will provoke a level of wrath one would not expect to see from Mercedes.
The Faun really hates being disobeyed. Actually a subversion, since knowing when to disobey in spite of this is part of the Secret Test of Character. In his final scene, he's proud of her for disobeying him.
Bulletproof Human Shield: Averted, when Vidal turns his gun on the senior hunter, who's being restrained by a soldier. The soldier sees what's about to happen, and quickly changes his position to holding the man at the side, rather than directly behind him as the man's body would most likely have not protected him from Vidal's close range gunshot.
Coup de Grâce: The soldiers on both sides do a single shot to the head.
Crapsack Only by Comparison: It is indicated that our world is a Crapsack World compared to the other one early on. Later footage subverts this, or at least makes you wonder about the priorities of the one doing the comparison.
Dark Is Not Evil: The various fairy creatures are certainly frightening, but may not be malevolent. It's humans you should watch out for. On the other hand, there's also the Pale Man.
Also the Underworld "knew neither pain nor sunlight", which implies this.
Eaten Alive: Two of the three fairy guides receive this fate by the Pale Man.
Environmental Symbolism: From the obvious (the tree the frog resides under is shaped like a ram's head) to the more subtle (the bannisters in the house also have ram's heads, and the headboard of the mother's bed has details shaped like ram's horns. The opening of the tree is also intentional vaginal imagery.
Establishing Character Moment: For Vidal - "It's the right hand." He's in the movie for less than ten seconds and we already have him pegged as a cold bastard obsessed with "correct" ways of doing things. Then he murders two prisoners with a bottle a bit later, just in case you didn't get it the first time.
Evil Cannot Comprehend Good: The film's Tag Line states: "Innocence has a power evil cannot comprehend." Which is presumably why, at the end of the movie, Vidal can't see the Faun standing right in front of him.
And lest we forget: Captain Vidal + Sunglasses = Devil. (Although Captain Vidal - Sunglasses = Devil too.)
Face Palm: The faeries (and us in the audience) when Ofelia eats the grapes.
The Fair Folk: Initially they look like large, winged walking sticks. But with a bit of metamorphosis they can turn into humanoid faeries, though brown and with leaves for wings. Plus, the Faun, who seems to be made out of rotting wood.
Dr. Ferraro's last words are fairly memorable as well:
But Captain, to obey - just like that - for obedience's sake... without questioning... That's something only people like you do.
Fantasy Forbidding Parent: Ofelia is chided for reading too many fairy stories when she's supposed to have outgrown them. Her stepfather is outright hateful of them, her mother just considers it childish, but when she throws the mandrake into the fire as proof of its superstition, the plant's pain kills her.
Faux Fluency: American actor Doug Jones, the Faun, actually learned his lines and Ofelia's lines in phonetic Spanish, not knowing it himself. His voice was dubbed over anyway... but still! Not only did he need to learn Ofelia's lines so he would know when to speak, but he couldn't hear the actress because the servos in the costume were so loud. He was lipreading her lines in a language he didn't speak.
Doug Jones' effort did not go to waste, however, as it allowed the dub actor to seamlessly synch his readings with the mouth movements, to the point where very few people realize Jones' voice was dubbed over at all.
Follow the White Rabbit: On the way to her new home, she follows a big bug to find a pagan-esque statue in the woods. Later she follows the same bug to find the large stone structure in the labyrinth by her house, and the Faun.
Food Chains: Don't eat the food on the table means, don't eat the food on the table. (Though, since it was wartime, it was likely that Ofelia hadn't eaten or seen fresh fruit in a long while. And she had been sent to bed without supper, so was more hungry than usual)
Gory Discretion Shot: In some scenes, the gory section is either shown or shown an initial effect (e.g. sawing off the leg, or smashing a person's face). Other gory scenes are skipped (e.g. torture scene, or cutting the captain's mouth).
Humans Are the Real Monsters: Played with. The depiction of Franco's fascist regime, as well as the Holocaust imagery hinted at in the Pale Man's lair, certainly has echoes of this, as does the Faun's insistence that Ofelia not be tainted by human contact. As the film goes on, though, we see many examples of courage, integrity, and compassion from various human characters, even in the grim and hopeless circumstances they find themselves in.
I Cannot Self-Terminate: Vidal orders Dr. Ferraro to treat the wounds of a rebel he is torturing so that he can be tortured some more. The man begs Dr. Ferraro to kill him, and Ferraro obliges by giving a lethal injection.
Inkblot Test: The foreshadowing towards Camen's pregnancy hemorrhage as Ofelia's book inks the shape of a bleeding uterus, drenching the pages in red.
Inverted Trope: According to Word of God, in this movie, set in Falangist Spain, it's courageous disobedience, rather than blind obedience, that is the true virtue. This is nearly the opposite of pretty much any normal fairy-tale. Dr. Ferraro gets a Reason You Suck line aimed at Vidal to this effect.
Kick the Dog: The scene with two farmers and a bottle of wine. This scene single-handedly establishes Captain Vidal as psychopathic sadist. Cut it and he could easily pass as a right-winged Unscrupulous Hero fighting terrorists/dirty commies.
Kill Him Already: Mercedes should probably have killed Vidal when she had him at her mercy to avert the Bittersweet Ending, However, according to Word of God: Mercedes' knife was intended to be too small to inflict serious damage on as formidable an opponent as Captain Vidal. On a symbolic level, such a fearsome monster as Captain Vidal needed something equally fearsome to finish him off. Such is the nature of a fairy tale.)
La Résistance - The rebels of course. Overlaps somewhat with The Remnant, since by the time the movie takes place (1944) the Republicans had already lost the war, and there were only a few isolated pockets of resistance remaining.
Let's Get Dangerous: Mercedes at first comes off as a gentle woman, and she considers herself a coward. This facade lasts right up until it comes time to have her Big Damn Heroes moment.
Light Is Not Good: It's our bright world with sunlight that can feel pain, according to the exposition backstory. Also, the Pale Man lives in a place vaguely shaped after the interior of a church coloured in rich golden light.
Lost in Translation: When the Captain welcomes Ofelia and the pregnant Carmen to the villa, he says "Bienvenidos" to them, the Spanish form of "welcome" that one would use in addressing multiple people when at least one is male (you'd say "Bienvenidas" to two women). This would instantly telegraph to a Spanish-speaking audience whom he really cares about (especially since the baby's sex is still unknown).
Although del Toro gets the point across for non-Spanish speakers too by having the Captain wait until he's checked Carmen's pregnant belly before he welcomes them.
The Faun (and later the Fairy court) use the vos (2nd person plural) form when addressing Ofelia, rather than tú. Not only does add a bit of atmosphere to the characters, since this sort of address was the norm in medieval Spanish, but it also overlaps with the Royal "We".
The Magic Goes Away: The Labyrinth is one of the last (if not the last) of the portals the King of the Underground Realm opened for his daughter to return home through. When Ofelia messes up her second task, the Faun proclaims that the magical world will fade along with her eventual death. However, by the end of the film, it is said that the Princess left traces of her existence in places where people could find them if they looked carefully.
Mama Bear: Mercedes near the climax, even more than Carmen, who actually proves to be a fairly weak person.
Mauve Shirt: Garcés and Serrano are the biggest examples. Others, like Frenchie, the stuttering rebel, the Guardia Civil captain and the troop medic, either recur or are given slight characterization against the masses.
Maybe Magic, Maybe Mundane: Are the fantasy creatures real, or the product of a lonely girl's imagination? Up in the air, although the director insists that he believes the fairies are real. And if they're not, that actually creates a few plot holes.
Never Trust a Trailer: The trailers used for the US release 1) gave no clue that the actual film was in Spanish, and 2) made it look like a Narnia-type family fantasy. FAMILY FANTASY. REALLY.
Driven home on the cover of the DVD, which promises that the movie is "on the same altar of High Fantasy as The Lord of the Rings trilogy", and throws another mention of The Lord of the Rings on the back of the cover, obviously trying to make whoever buys it believe that the movie is going to be just like it. If anything, it's more of an Urban Fantasy, and certainly not High Fantasy as TV Tropes defines the term.
Nice Job Breaking It, Hero: The brutal deaths of those two fairies (and lots of other terrible things) could have been avoided if Ofelia had not eaten those two grapes.
Nice Job Fixing It, Villain: After Ofelia refuses to let her innocent newborn brother's blood to be spilled for her final test, she's shot by Vidal. As she lies dying, the blood from her wounds fulfills the test's requirements and she's finally allowed to reunite with her parents in the underworld.
No Name Given: The Faun has no name; it is simply "The Faun." The English title seems to confer the name "Pan" on him, but that's just by way of sounding evocative. Del Toro has said the Faun is not meant to be Pan, who was far too sexual a character for this kind of story.
Offing The Annoyance: If it wasn't just For the Evulz, this was the reason Captain Vidal killed those two farmers. He'd told them to be quiet and take their hats off a few times beforehand.
Point That Somewhere Else: It doesn't actually work. Captain Vidal aims his pistol at a wounded revolutionary, who weakly pushes it away once, twice, then rests his hand over the barrel. Vidal just shoots him.
Pragmatic Villainy: Captain Vidal was annoyed that he killed two innocent hunters he mistook for rebels-only because his men didn't check on them thoroughly, thus wasting his time, and killing innocent civilians would probably incite the townspeople to support the rebels.
Precision F-Strike: "Motherfucker, don't you dare touch the girl. You won't be the first pig I've gutted."
The Revolution Will Not Be Vilified: The band of guerrilla fighters in the hills are depicted as overtly heroic, though they do noticeably execute the fascist prisoners in a scene that mirrors the summary executions of their own members early in the movie.
Rule of Three: Three tests to prove her worth. Three items to be collected. Three times Ofelia goes to the Labyrinth, three times the Faun comes to her in her room. Three doors made with chalk. Three fairies. You get the picture.
Scenery Porn: One of the most visually stunning movies in recent years.
Secret Test of Character: In short, is it better to play it safe and obey or to take the chance and be disobedient when you don't trust the authority in question? This theme is foreshadowed, in microcosmic form, in Ofelia's bedtime story for her unborn brother.
The Ophelia: Ofelia is very young, but shows signs of perhaps growing into this trope — she is keenly sensitive, adores stories and books, and is eager to chase after fantasies. To outsiders she may well look like a girl who is not all there.
Too Dumb to Live: Ofelia, in ignoring the warnings of the fairies, during her disastrous face-off against the Pale Man. Though, in following the fairy tale motif, it was faerie food which is almost always glamoured to make it seem like irresistible, Impossibly Delicious Food. Not to mention she hadn't eaten in at least a day so she was probably starving.