Aside from in-your-face pummeling, most of the baddies can also be picked up and hurled into the scenery - which, by the way, is almost completely destructible. If we didn't feel like decapitating them, we could toss the Bambini onto a sharp branch or through a wall, which was then reduced to bits of rubble that we could pick up and use as weapons. We were also able to pry window shutters off the houses in the village, or pick up huge stone blocks from shattered walls in the castle, both of which made for decent clubs.
Of course, Hellboy isn't confined to just smashing monsters up-close - he packs some mean heat, too. His default weapon is a pistol, which seems to target automatically and can kill most enemies in a couple of shots, and he had a few other guns up his sleeve - the shotgun did a particularly good job of taking down anything in our way.