SFCrowsnest has a review that says,
Hellboy II: The Golden Army has my vote for this year's "What Dreams May Come" Award for the most spectacular visuals in service to the least worthy story.
Hellboy II's visual images are spectacular and the film is full of fights and action, but there is only a bit of plot and that involves an epic fantasy premise that would have taken multiple films to do well.
SFGospel has a link to indy.com's review, which brings religion into the picture:
Augustine spoke of a God-sized hole within each of us - essentially we are relational beings hard-wired with a need for intimacy. Hellboy and his friends are no different. They are a bunch of loners and misfits, alone in the world, searching for love and meaning. They are looking for acceptance or, realizing that they might be the last of their kind, striving to not be alone. In the process, they look out for each other. With each other, they have found people to be with one another on their journeys, to encourage, mentor, chastise, their own entourage of misfits. Writer Phyllis Tickle once said that "Misfits give texture to life. They also tend, on a routine basis, to challenge the preconceptions that masquerade among us every day as normative behaviors."
"Let this remind you of why you once feared the dark." -Prince Nuada
The movies del Toro crafts are myth for adults, with all of its attendant elements
The House Next Door has 2 reviews. The first one is here; the second is here.
Reverse Shot's review:
What’s crucial to recognize in all this is not that HB2 is an especially dreadful movie, but that there’s nothing special about it one way or another. Del Toro is no more and no less than any other big-budget Hollywood pro, whatever Time magazine has to say (“the wildest imagination and grandest ambitions of anybody in modern movies,” in case any were wondering). Correspondingly, all the faux-serious talk about HB2 is merely an amped-up version of the intensive scrutiny granted every big Hollywood movie, which then promptly falls away to clear the decks for next week’s offering. These movies, and the writing about them, are not built to last;