Revolution Studios was originally set to produce this sequel but had to pull out once Sony decided they no longer wanted to fund Revolution Studios. Sony put the rights up for sale since they felt Hellboy wasn't a profitable franchise for them. Universal felt differently and bought the rights to make the sequel immediately.
There are several shots in the movie showing a worn movie marquee advertising a film called "See You Next n sday." The inclusion of the phrase "See you next Wednesday" is a trademark of director John Landis (he has incorporated it into nearly all of the movies and many of the music videos he has directed). Landis, in turn, took the line from the movie 2001: A Space Odyssey (1968).
Rupert Evans (Agent John Myers from the first film) couldn't reprise his role due to his casting in a stage version of Kiss of the Spider Woman (2007) in London and was written out of the sequel.
Ron Perlman was offered the role of Piccolo in Dragonball (2009), but turned it down in favor of reprising his role of Hellboy.
First movie to be filmed in the new Korda Studios in Budapest, Hungary.
Christopher Lee was, reportedly, offered the role of King Balor, but had to turn down the role.
As in the first movie, the agents that accompany Hellboy are named for things found while digging in the earth, albeit decidedly tougher than the first group: Marble, Flint, Steel (true, this is an alloy that is mostly iron, but Iron is not a common last name).
The movie mentions Bethmoora, a city in the fiction of the early 20th century visionary writer Lord Dunsany. Also note that the Golden Army is hidden in Ireland, Dunsany's homeland.