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.
Continuity mistake: When Hellboy chases Sammael into the subway, in one shot, he's slightly leaning to his right. In the next shot, he's leaning to his left with no time to change. This has nothing to do with the camera angle.
Visible crew/equipment: In the scene in the museum, when Abe shows John Hurt what happened in the building, a reflector screen is reflected in John Hurt's glasses.
Continuity mistake: When Hellboy throws the Nazi guy into the spike pit, a bunch of objects also go in as well. In several shots, they disappear or change position.
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.
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.
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.