Revealing mistake: When Liz, Abe and the Agent are shooting at the Tooth Fairies, the Agent is holding his gun in his right hand, and you can see the fingers of his left hand holding on to the top of the gun's slide while he is firing, showing that it's a prop gun and the slide isn't moving.
Other mistake: Dating back to the first Hellboy movie, we know that Abe Sapien has very prominent webbing between his fingers (extending almost to his fingertips). However, in the Troll Market scenes from Golden Army, Abe is wearing snug, full-fingered human gloves, which should be impossible with his webbed fingers.
Continuity mistake: When Prince Nuada holds up the golden egg-shaped "Forest God" pod, it's in his right hand. After it opens and he goes to take out the green object, he's holding it in his left hand and takes it out with his right hand.
Continuity mistake: When Prince Nuada defies his father, he kills every royal guardsman in a matter of seconds. There are only two guards left, and he kills them, also, before he kills his father. As Nuada kills his father, we see Mr. Wink in the background, fighting a very-much-alive royal guardsman.
Audio problem: At the beginning, when Professor Broom and the young Hellboy are spending Christmas Eve at a military base in New Mexico, Broom insists that Hellboy go to bed, while Hellboy insists that Broom first tell a bedtime story: "Just one, and then I'll go to bed right away, I promise!" Which is an overdub (one of several in this scene). More than once, the young Hellboy's mouth visibly says something very different than is heard in the audio.
Revealing mistake: The sealing caps of the map container have a slightly larger diameter than the container itself. When placed horizontally on a flat surface, the middle should not touch the surface. When the Prince rolls it on the table to reveal the map, the map is CGI.
Continuity mistake: When Abe and Hellboy get drunk together, they move into the bedroom where Liz is sleeping. To start off with Hellboy is to the right of Abe and Abe is to the left of Hellboy, but suddenly we get a different view and this time it's a mirror image - Hellboy is to the left of Abe and Abe is to the right of Hellboy.