If you read the League of Extraodinary Gentlemen comic and then saw the movie, you can clearly see all the things that can go wrong with translating a comic to film. Not saying I hate League, but it was almost like… no, it was exactly like they were two different stories, because, well, they were.
Hellboy on the other hand, translates from comic to film beautifully. It was great. The story was taken directly from the comic (or at least directly enough to where it didn’t jump out at me with glaring differences), and the only real complaint I’ve heard was a few people stating that a few items in the film weren’t "clear" because a little exposition got snipped… but will probably be restored in the DVD.
In any event, I highly recommend this movie. It was fun, funny, and cool.