Hellboy star Ron Perlman says the working title of the planned sequel is Hellboy 2: The Golden Army.
"I think that that's an invention based on a number of different things that have appeared in other comic books," Perlman told Sci Fi Wire.""But basically the idea for [Hellboy 2] was something that was hatched by [Hellboy comic-book creator] Mike Mignola, with [Hellboy writer-director] Guillermo [del Toro] sitting alongside of him. And then Guillermo, of course, did all of the writing. But, you know, the story was Mignola."
You can read the full interview here.