Small python script to call hg status in a mercurial repo, get the names of all modified files and open the diff for each one using gvimdiff. Similar to how git behaves. .hgdiff needs to be configured for this to work (see comment at bottom of file). See here for more verbose explanation: http://www.pushingbits.net/posts/hg-diff-with-gvimdiff/

hgdiff

#!/usr/bin/python

import subprocess

output = subprocess.check_output(["hg", "status", "-m"])

files = [line.split(' ', 1)[1] for line in output.split('\n') if line != '']

for f in files:
    subprocess.call(["hg", "d", f])
    
# add this to hgrc
#[extensions]
#hgext.extdiff =
# 
#[extdiff]
#cmd.d = gvimdiff
#opts.d = --nofork