The outline of the movie revolves a great deal around Ireland and Irish mythology: Nuada is the name of the first king of the mythological Tuatha De Danann people. The mythological Nuada bore the epithet "Silverhand" because, having lost his arm in battle, he wore a functioning silver arm. In the movie, Nuada's epithet is "Silverlance", and Nuada's father, Balor, has a mechanical arm.
The area where Hellboy and company walk around is not actually on the Giant's Causeway itself, although it can be seen far behind and below them. The area they are standing on is close to Mussenden Temple, the Temple being behind the camera for most of the shots. The Causeway itself is actually over 10 miles from their position.
When the movie cuts to the Bureau for Paranormal Research and Defense a geographic title is displayed indicting that the headquarters is in Trenton N.J. In Hellboy it was in Newark N.J. and it's the same building.
Just before the fight with Wink, Hellboy lights up a cigar which gets knocked out of his mouth and gets ruined in the water on the ground in the market. Later on, near the end of the fight, Hellboy is putting a lit cigar into his mouth. However, just before Wink makes his fatal move Hellboy is seen actually lighting a new cigar as he warns Wink not to do it. After Wink is killed in the grinding machine Hellboy then puts the now lit cigar in his mouth.
When the Prince confronts the King and is sentenced to death, he asks his sister the Princess if she was at peace with the King's verdict, which she confirms. As the twins' fates are bound, this means she accepts her own death which would occur at the same time the Prince died. If she was really supporting the King's decision, she could have ended it then and there by suicide, preventing the Prince from slaughtering all the guards and his father.
John Hurt is listed in the credits as Prof. Broom again, but didn't he die in the first film?
A
Professor Broom is seen in a flashback at the beginning of the film reading a story to a much younger Hellboy.
Q
Who's the guy in the weird diver's suit in the picture with Hellboy, Liz and Abe?
A
That is Johann Krauss. He is a disembodied ectoplasmic spirit with psychic abilities who maintains a tangible form via a containment suit. Without the suit, his spirit would eventually dissipate and he would be lost forever. He was a medium whose body was destroyed due to a freak accident during a seance. No one is really sure exactly what happened. You can find out more here.
Q
A Note Regarding Spoilers
A
The following FAQ entries may contain spoilers. Only the biggest ones (if any) will be covered with spoiler tags. Spoiler tags are used sparingly in order to make the page more readable.