Revealing mistake: When Hellboy is filing down his horns with the small razor/sander contraption, you can tell the small sparks coming off are not coming from the contact of his horns and the sander, but rather are coming right out of the sander, revealing it is a prop. (00:48:20)
Revealing mistake: When Professor Broom's coffin is being carried, it is raining, and the camera is overhead, no rain falls in the centre of the picture, as the camera is in the way. (01:20:00)
Revealing mistake: In the scene in the alley behind the museum where Hellboy first encounters Rasputin, Sammael has its tongue wrapped around Hellboy's arm. When Myers enters and shoots at Sammael, look closely at Myers' hands. Not only does the gun fire without him pulling the trigger, but the gun does not even recoil.
Revealing mistake: When Hellboy is running across the path that's being destroyed by the massive pendulum like hammer, at one point he starts to run and you can see he's floating above the rocks as they fall, most likely due to the harness keeping him from falling.
Revealing mistake: During the scene in which Rasputin is resurrected, at one point, Ilsa wipes some snow off a wall then checks her book to see if she can match a symbol. When she opens the book, some snow lands inside of it... and it is incredibly obvious that the snow is fake. It looks like pieces of torn up paper.
Revealing mistake: When Kroenen cuts open the statue to get the Sammael container, the slash on the statue is actually at a different angle than he actually slashed it. Probably the actor missing the correct angle, which is admittedly difficult.
Chosen answer: Her jewelry does not melt either because the fire wraps around her and shoots outward enveloping her and her clothes and jewelry in a safe environment that allows her to breathe without burning the air going into her lungs. Plus if it burned her clothes it would get an R rating.