Continuity mistake: In the Sammael chamber, the room is a big area with barely anything around the centre. Then Liz tells Myers to run and suddenly there's a big rock for him to hide behind.
Continuity mistake: When Hellboy is captive at the end, he doesn't have the Professor's Christian necklace. A few shots later, he suddenly does.
Continuity mistake: When Hellboy is fighting the big tentacle thing, he falls and starts to get up. In the next shot, he starts to get up again.
Continuity mistake: When scraping the snow off thee wall at the start, the amount of snow changes drastically and instantly. The lines of the engraving are clear of snow instantly. (00:14:30)
Continuity mistake: At the very start the priest holds up a crucifix and says the men will need them. The way the crucifix is held changes instantly. (00:02:00)
Other mistake: At the train tracks, before Abe enters the water, he turns his blue locator off, but, later, one of the agents blue lights goes on and he says "Hey, it's Abe." But Abe doesn't turn his locator on until he leaves the water, injured and in need of help.
Character mistake: Tom Manning criticises Hellboy for using a lighter, (correctly) telling him to use a wooden match instead. But he then lights a match and immediately puts it to the cigar, instead of waiting for the sulphur to burn off and using a pure wood-fuelled flame to light it. He's not as well informed as he thinks.
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.