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Continuity mistake: When Hellboy is walking at one point, holding his gun up in his left, gloved hand (just after one of the agents has said "This place is like swiss cheese"), watch the frame. It switches suddenly so his right hand (the stone one) is his left, and he's holding the gun in his "right." (00:59:40)
Answer: The internal machinery that powers him is clockwork. It needs to be wound like a watch every so often. He releases most of the tension when he fakes his death.
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