Someone as tough as Hellboy has to have some pretty formidable foes in order to even remain interesting, demon or not. That's why pitting him up against some giants in the Hellboy reboot was an ingenious idea, even if the movie itself was all over the place. Facing strong monsters is crucial to Hellboy's story, especially since he's often the most powerful being in the room himself.
Some of the creatures he's gone up against have fallen a bit flat, often due to the limitations of visual media and special effects, but movie makers usually give the big red monkey something he can really pound his five-fingered Mary into.
Gruagach
Gruagach was quite deadly to humans in the Hellboy reboot, which is no surprise given how Brownies can turn nefarious when they are disrespected. Even so, he was never a real threat to HB, which is one of the reasons why the movie flopped, among many others. Gruagach was bested by Hellboy in Changeling form and the only real danger he presented was his thirst for vengeance, which helped Nimue return to power.
Even in the comics, he wasn't one of the scariest villains Red has ever faced and it didn't make a lot of sense to include him in the film among the many other villains available.
Prince Nuada
Nuada was a pretty cool, and even hot, villain whom fans loved to see fight in action, but the only real danger he presented to HB was via poison--and his own invulnerability, given that had Red harmed him, he'd also harm his innocent sister, whom also happened to be Abe's love interest.
Hellboy is known leave a wreck behind him, but he doesn't like civilian casualties, so he did his best to avoid harming the prince, whose army, weapons and access to toothy fairies were all much more dangerous than he was. To be fair, the prince also made Red question his status in the world, which could be dangerous to the fate of the world.
The Last Elemental
Another really cool being that Hellboy faced in Hellboy II: The Golden Army, the Last Elemental was an actual forest god that HB hated to take on since he came from the same land of myth, mystery and magic that Hellboy belongs to himself.
The god was Lovecraftian in a way that speaks of Mignola's work and symbolized HB's choosing humankind and the modern world over supernatural creatures like himself, but it wasn't all that difficult for him to battle. He even did it while holding a baby, for Broom's sake. When he took the creature out, it felt more like a loss than a victory.
Nimue
The Blood Queen is meant to be an incredible foe, but in the Hellboy reboot she is a wasted villain. Not only does she rely on a Brownie, of all things, to reassemble her into power, but she doesn't even seem as powerful as she's meant to be. In the comics, she went insane after Merlin gave her power and she learned of the Ogdru Jahad, and in the movie all of her minions flee as soon as Hellboy approaches. That's not a very good vote of confidence.
Nimue's best asset against HB seems to be her attraction to him, which is just silly given how quickly he dispatches her. Many critics argue that she shouldn't have even been in the film, which should have focused on the scarier Baba Yaga.
The Golden Army
Young Hellboy's fascination with the Golden Army of his father's tales is adorable, so when he actually gets to battle the forces at hand it's almost a dream come true for him. It's a long, arduous task for anyone who doesn't control the army, but that's why the army isn't nearly as fearsome as it should be: the person who bears the crown controls them, and Liz just burns it and renders the entire army useless to anyone.
HB could have easily grabbed the crown while combating Nuada and had Liz take it out at that moment, but then we wouldn't have had one of the coolest scenes in the movie.
Sammael
Hellboy 2 wasn't as pretty and stylish as del Toro's first film, but the original movie was just better in execution and grittiness. Sammael, the Hound of Resurrection, was a prime example. It seemed an easy beast to dispatch but Hellboy soon discovered that it was more like a Lovecraftian hydra who only returned each time, complete with eggs that spawned into full-grown hell hounds rather quickly.
Sammael is the perfect villain for HB to find himself up against because he always wants to fight first and ask questions later, which is just not a sound strategy with this type of monster.
Giants
It wasn't even a fair fight when HB went up against the giants who nearly destroyed him, given that he'd just been ambushed by his own team, the Osiris Club. The trap had been obvious from the start, which was only a part of its failure as a film, but it also left him vulnerable to the giants' attack.
Still, the gruesome scene was one of Hellboy's best, displaying what an instinctive fighter he is and matching his power against beings with even more than he possesses. Taking them out exhausts Red, which is saying something. Had he been at full strength he still would have had his hands full.
Baba Yaga
Many viewers left theaters confused, wondering why someone as terrifying and dangerous as Baba Yaga was introduced as one of the most compelling villains we've ever seen Hellboy face on film... only to be left behind in her traveling, chicken-legged house.
HB has a history with the Slavic witch, but it's only alluded to as he faces her and the audience never even learns why she, Gruagach and Nimue all have to even make an appearance. She was obviously more evil than any of the other beings in the film, difficult to fight and should have been the main antagonist.
Tooth Fairies
The tooth fairies that Hellboy and the gang faced in the second del Toro film were some of the most violent and dangerous creatures they fought on film. Indeed, they were in more danger with these tiny creatures than they were even in the Goblin Market, and without Liz Sherman, they would have certainly all been eaten to bits.
This has led many to question exactly why any people, anywhere, remain alive with these ravenous creatures in existence. As rapidly as they took out a building of humans, why don't they do the same across the globe? Obviously when contained, they can be kept at bay, even if it is cruel to starve them.
Ogdru Jahad
While the tooth fairies can do instant damage and take out an entire building in minutes, the Ogdru Jahad are obviously more dangerous since they can threaten the entire universe. These Lovecraftian villains are designed for one purpose: to bring about the Apocalypse.
They are the Dragon of Revelation and the main antagonists in the entire comic series, even if they're not usually in on the action. That's just because they're so powerful that they are imprisoned, and many other villains attempt to free them to bring about Armageddon in various arcs. These Seven Gods of Chaos are the most dangerous beings in both the films and the comics, even if HB managed to dodge them sort of easily in the first movie.