Karl Ruprecht Kroenen (Ladislav Beran) uses a Luger P08 early in the film and after firing(realistically) 8 shots, he tosses it down to use
Heckler & Koch USP Compact
Both John Meyers (Rupert Evans) and Clay (Corey Johnson) use Heckler & Koch USP Compact (modified with regular USP hammers) as their personal sidearms throughout the film.
Note: Meyers gun is a fake, as when firing the action does not function and no shells fly out. Guards at the museum are seen using both stainless steel slide version and regular versions as well.
Clay's gun is a blank gun as seen when he confronts Kroenen.
Colt M1911A1
In the opening sequence, Sgt. Whitman (Angus MacInnes) first offers his M1911A1 to Young Prof. Broom (Kevin Trainor) then uses his .45 sidearm later to protect Broom from the advancing Kroenen. Many of the soldiers also use their .45s when they first see Hellboy.
M1 Garand
Sgt. Whitman and several other soldiers use M1 Garands during the opening sequence.
M1 Carbine
A few of the soldiers use M1 Carbines during the opening sequence.
Mk. 2 Handgrenade
Sgt. Whitman tosses two Mk. 2 handgrenades over cover towards a german scientist who responds "Grenate, Grenate!" before being blown into the vortex(and letting out a wilhelm scream) in the opening scene.
M1928A1 Thompson
A US soldier can be seen using an M1928A1 Thompson noted by the stick mag and the top mounted bolt.
MG42
One of the german soldiers can be scene patrolling the area with an MG42 in hand during the opening scene.
Karabiner 98k
The german soldiers are mainly armed with Karabiner 98k rifles.