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Hugo is a fairly ordinary guy whose most distinguishing feature is his superhuman lack of fashion sense, given that for most of his on-screen time he wears a cyan shirt, a blue belt, and a hot pink pair of pants. Perhaps he got dressed in the dark in his hurry to go save his girlfriend Penelope after she was kidnapped by ghouls in the first game, Hugo's House of Horrors, but he put that outfit back on after the wedding, so perhaps he just thinks it looks cool.
More on topic, as previously stated, Hugo had to rescue Penelope from various monsters living in a haunted house in the original game. It was never made clear exactly why they captured her, since they just threw her in a cell instead of devouring her or using her in the mad doctor's experiments. After solving many difficult puzzles, and avoiding all kinds of deadly situations, Hugo finally found her, and they were married shortly afterwards. Awwww.
Despite the sequel being called Hugo II: Whodunit?, Hugo has only a small role in it. He and his new wife go to visit Penelope's uncle Horace before they set off on their honeymoon, but Hugo disappears into a secret passageway while Penelope is napping, and the rest of the game is spent as Penelope, who must both find her missing husband and solve the murder of her uncle. At the end of the game, in addition to an anticlimax about Horace's death, it is revealed that immediately after going through that secret passageway, Hugo got his dumb ass locked in a broom closet, and after solving a simple puzzle (the old newspaper-under-the-door bit to retrieve a key), he is let out to freedom.
In the third game, Hugo III: Jungle of Doom, after crashing in the jungle whilst on their honeymoon, Penelope is bitten by a lethal spider, and Hugo (now appropriately dressed like a certain adventurer) must search the jungle for the magical healing water that can save her. After successfully healing his beloved, Hugo and Penelope repair their plane and head off into the sunset.
The final game he makes an appearance in is Nitemare 3-D, a retelling of Hugo's House of Horrors in the form of an FPS. This time, instead of solving puzzles and avoiding deadly creatures, Hugo grabs a plasma gun and makes his way through a much, much larger mansion, blasting every monster dumb enough to try and stop him from saving Penelope from certain death.