According to Hollywood (which is of course where we should get all knowledge from) all the Nazi’s did in World War II was send out troops of soldiers to get involved with all sorts of occult rituals to help Hitler win. At least in Indiana Jones Hitler was after godly relics to help him win. In Hellboy (the name is a clue) Hitler was after help from the Dark Lords of Chaos. Well, he was using Rasputin to summon them Just to add to the ridiculous historical melange.
Perhaps Hellboy as a film fancies itself as a subtle addition to the nature vs nurtue argument. Will the bright red, satanic, behorned child grow up to be good or evil. Well, if you christen him Hellboy instead of – say – Dave, you might be loading the cards against him. However since he is our titular heroic character, and saves kittens, there really is no suspense at all on that issue. Instead we have a low rent X-Men clone (fish bloke, sets herself on poor CGI fire girl) and plenty of up in the air dangling subplots.
And more battles with unkillable opponents. (Here there is every suggestion that Rasputin will yet again find a way to be resurrected and the Lord Of Chaos haven’t exactly gone away. Nor for that matter did the half hundred monsters in the New York Subway.)