Steven Greydanus has an excellent article up at Christianity Today on the way the supernatural is presented in films like Hellboy II, particularly how demons tend to get more play than angels or God, and how Christian symbols and objects (like the Cross, a Rosary, Holy Water, etc.) become weapons to defeat evil:
Why is there so much hell and so little heaven in these movies? Partly, perhaps, it's because filmmakers simply don't know what to do with God—not just theologically, but for the sheer dramatic difficulty posed by omnipotence. It's the Superman dilemma times infinity: Against that much power, how do you make the enemy a credible threat? Even Gandalf's power was ultimately too intimidating for Peter Jackson and company; once it became clear the wizard could drive off the flying Nazgul, the filmmakers feared the enemy might seem too diminished. (This was the rationale for the problematic scene in which the Witch-King shatters Gandalf's staff.)The whole thing is worth a read.
Another reason for the neglect of heaven is simply that heaven is harder to do. C. S. Lewis noted this point in his preface to The Screwtape Letters, in which he regretted being unable to offset Screwtape's diabolical perspective with a parallel heavenly correspondence presenting "arch-angelical advice to the patient's guardian angel." While the task of twisting his mind into a hellish perspective was for Lewis oppressive but not difficult, assuming an angelic voice seemed to him all but unachievable.
While Lewis did later achieve some success in dramatically depicting the outskirts of heaven in The Great Divorce, the general disparity of depicting heaven and hell in art and drama has been felt by many. It's not hard to see why. Beauty is more elusive an effect than grotesquerie; misery and wretchedness are far easier to inflict, and therefore to imagine and express, than joy and beatitude are to bestow or evoke. Even biblical or cultural images of hell (unquenchable flames, demons with pitchforks) are more immediately persuasive than biblical or cultural images of heaven (thrones and crowns, halos and harps). Every sinful impulse in us is hell in miniature, while our best impulses fall infinitely short of the glory of heaven. In a word, God's absence is easier to imagine than the fullness of his presence.
Like the familiar narrative dilemma of the colorful villain who makes the hero look pale by comparison—think of Luke Skywalker and Darth Vader, Dorothy and the Wicked Witch, Clarisse Starling and Hannibal Lecter—the remoteness of heaven versus the imminence of hell seems a not unnatural creative side effect of our limited perspective as finite and fallen creatures.