Here we survey questions and results on the Hodge theory of hyperkaehler quotients, motivated by certain S-duality considerations in string theory. The problems include L^2 harmonic forms, Betti numbers and mixed Hodge structures on the moduli spaces of Yang-Mills instantons on ALE gravitational instantons, magnetic monopoles on R^3 and Higgs bundles on a Riemann surface. Several of these spaces and their hyperkaehler metrics were constructed by Nigel Hitchin and his collaborators.