These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Historical Villain Upgrade: Rasputin, obviously. He had some contact with Baba Yaga while he was alive, but he got a real upgrade when he threw in with the Cosmic Horror crowd after his (first) death.
Holy Shit Quotient: The vision of the apocalypse in King of Fear, not to mention Hellboy paying back the Baba Yaga... with his *own* eye.
Prince Nuada and his sister Nuala. As the heir to the third race (Elves, Goblins and Humans), when he says "We die and the world will be poorer for it," he's speaking the truth.
Flanderization: In the comics, Tom Manning is a bureaucrat who has a hard time getting the unusual people under his command, but he's not a wholly unreasonable guy. In the movies, he's a full on Pointy-Haired Boss.
Fridge Brilliance: Nuada's fighting style is mostly based on speed and agility, doing all kinds of elaborate maneuvers to land hits on his opponent without being hit back. And he shares a magical link with his twin sister that means that everything that physically happens to him also happens to her and vice/versa. It stands to reason that he developed his fighting style in order to keep his sister from getting hurt along with him, supported by the first fight scene where he gets hit in the face and then turns to Nuala, clearly horrified as they both start bleeding.
Historical Villain Upgrade: Rasputin, obviously, though his villainy didn't start until after his historical death.
Ho Yay: It says something about the writers (or maybe the actors) that the most romantic scene in the either of the films is two dudes getting drunk and singing "Can't Smile Without You" to each other.
Sequel Decay: Humanity goes from being heroic, productive, and cautiously positive towards ( still loosely secret ) Hellboy, to being at best useless and in the way. The biggest reason Nuada has fans is because its hard to disagree with him about humanity, as far as the sequel is concerned.
The Problem with Licensed Games: Both Hellboy games had outdated graphics and repetitive gameplay, and the first one was full of bugs. Although The Science of Evil was supervised by Mignola and Del Toro, it didn't make up for the programming shortcomings.