hh.dat stores the Favourites and Search history for each CHM file. It also caches window type information for each CHM. It is usually located in the users profile directory under Application Data\Microsoft\HTML Help and also has the ITSF format.

hhcolreg.dat stores information about collections on a system. It is an XML file and is usually located in the system help dir or in the All Users profile directory under Application Data\Microsoft\HTML Help.