Source file missing from 2.6.1.tar.gz release
Created originally on Bitbucket by nosklo (nosklo NA)
http://bitbucket.org/tortoisehg/targz/downloads/TortoiseHg-2.6.1.tar.gz pointed by http://tortoisehg.bitbucket.org/download/source.html as the current 2.6.1 source release is missing the thg
script (the main one). You can't install it as it is.
Downloading thg
directly from the repository and putting it in root of package makes it work again.