A Dash 8 First Officer reported loss of #2 hydraulic system after takeoff. Flight crew ran the procedure; declared an emergency; and returned to departure airport for a safe landing.

Narrative

[We] departed on a ferry flight with no passengers and no flight attendant. On the ground; all systems were indicating normal; including all caution lights extinguished; and adequate hydraulic quantity and pressure in both the #1 and #2 systems. After takeoff; the First Officer (pilot not flying) attempted to raise the landing gear. The gear initially began to retract and all green and red gear indication lights extinguished. The left main gear door light and nose gear door light failed to extinguish; and a very loud 'thumping' noise could be heard continuously in the cockpit. In addition; the #2 ENG HYD PUMP caution light illuminated; followed by the ROLL SPLR OUTBD HYD caution light. I asked the First Officer to tell Departure Control that we would need to level off to work on a maintenance issue. We were given a vector towards the northwest (approximately 330 degrees) and a climb to 4;000 FT. I asked the First Officer to run the #2 ENG HYD PUMP caution checklist.During the checklist; we determined that the #2 main hydraulic system pressure was now reading zero on the cockpit gauge. The First Officer asked me if I would like to perform the alternate gear extension method as detailed in the checklist; and I told him that I did. He went through the checklist using Method 2 (PTU) and the gear extended. The landing gear light panel was showing three green lights and no red or amber lights. I then informed ATC of our situation and declared an emergency; requesting to return [to departure airport] for landing. He gave us delay vectors so that we could finish the required checklists and contact Dispatch. We made a safe landing and returned to the hangar to park. I then called Dispatch and placed an entry into the logbook for '#2 ENG HYD PUMP caution light illuminated in flight; returned to field.' Maintenance personnel installed the gear pins and at the direction of Maintenance Control; I was asked to place a second write up in the logbook for 'Gear pins installed.' I gave detailed reports to Dispatch and Maintenance Control of the flight and was sent to the hotel for the night.