Output isn't shown on Windows
None of the hg commands were showing any output when I installed hg4subl. In the end I had to look at the source code and figured out that subprocess.Popen() was failing with an exception (WindowsError: The handle is invalid). Apparently you are running into this issue: http://bugs.python.org/issue3905
This is easily fixed, just add stdin=subprocess.PIPE parameter to the subprocess.Popen() and things will work. It might also be a good idea to catch/report exceptions other than CalledProcessError though in case of WindowsError it is tricky (the exception was in OEM encoding which happened to contain non-ASCII characters in my case).