The Haskell guys got together, evaluated the options, and decided Git was the best choice.
It came down to two things: the degree of support available, and flexibility of the tools (git is much happier to let you modify the history than Mercurial). Speed ruled out bzr, and Windows support is less of an issue: git appears to work reasonably well on Windows these days.
Check out the GHC mirror on GitHub to follow along. Score one more for the good guys.