The World-Building
Del Toro is a master of world-building, and he has a plethora of things to work with here. He brilliantly melds Lovecraftian elements of the Elder Gods with historical characters like Rasputin, thriller-style Nazi plots, and references to Christian mythology.
Hellboy: The Golden Army brings in nature gods, elves, and trolls – themselves unique developments out of fable and legend. But these legends and mythologies don’t exist in a fantasy world: they are interwoven into our own, a world beyond the vision or even the imagination of human beings, as vendettas, treaties, and promises made to apparently mythical beings come to inform on the lives of “normal” people. There are not really alternate universes here, but worlds that coexist within our own.