What Could Have Been: There were actually plans in the 90s to create an animated TV series with Disney of all things. While this never went anywhere a lot of the concepts from the pitch wound up mutating into what eventually became Gargoyles.
Exiled from Continuity: The appearance of the Torch of Liberty in the first miniseries is still canon, but since the character is created and owned by John Byrne, who scripted the original miniseries, he has never reappeared outside of Hellboy's "family photo".
Dawson Casting: A weird case, as Hellboy is technically older than Ron Perlman, who plays him. Except that Hellboy is supposed to be Older Than He Looks and in his 30's appearance wise. Ron Perlman was in his 50's when he played the character.
If you were wondering why Luke Goss (Nuada) looks and sounds so familiar in heavy makeup, it's because he's played a supernatural patricidal prince before.
Meta Casting / Ink-Suit Actor: When discussing the film, Mignola and del Toro were considering who should play Hellboy. They each said they had a particular actor in mind and decided to each write their choice down on a napkin and turn them both over at the same time. They had both written "Ron Perlman."
Charlie Day was actually del Toro's first choice to play Nuada. However, Nuada's design looked too extreme on him so Luke Goss was cast instead. Day would later work with del Toro in Pacific Rim.
The Golden Army originally ended with a Sequel Hook involving Roderick Zinco (from the comics) obtaining Kroenen's severed head, traveling to a secret Nazi safehouse in the Arctic, attaching it to a massive robot body, and Rasputin's ghost manifesting before them. It was included as a motion comic on the Golden Army DVD.
The Other Darrin: In The Golden Army, Abe is now voiced by his actor, Doug Jones, rather than David Hyde Pierce. Unlike other versions of this trope, it apparently wasn't due to scheduling differences, but the fact that Pierce felt Jones' performance was strong enough that there was simply no need to hire a separate voice actor. He may have been right, some people didn't really notice the change or it never bothered them if they did.
Real-Life Relative: Blake Perlman (Ron's daughter) can be seen in the sequel as the reporter in the gray sweater interviewing Hellboy outside the auction house.
Channel Hop: A rare film example; switched from Sony Pictures to Universal.
Executive Meddling: Executives originally wanted to cast Vin Diesel as Hellboy and make him a human who can transform into a demon, a la The Incredible Hulk. Putting aside the fact that this would most likely have gotten them sued by Marvel Comics, del Toro and Mignola did not like this, and they had both independently decided that Ron Perlman was the only casting choice for the part that either of them would support. Hellboy remained a big red guy in a coat, and Perlman was cast. The film took a significant budget cut as a result, though given del Toro's talented directing, it's hard to tell.