Skipper marries his bobble-head girlfriend at the end of Madagascar 2. By the time the series starts she is nowhere to be seen, and never mentioned. She is not seen at all in Madagascar 3: Europe's Most Wanted either. By Penguins Of Madagascar: The Movie, Skipper is flirting with a French bobble-head girl. In the series, there's no reference to her existence, ever.
What happened to her is at the moment a mystery. Some people think she may be dead after that head-wound.
Thanks to information from Madly Madagascar, we know Hula Girl is called "Lola"; Based on the Barry Manilow song "Copacabana", her appearance matches some of the lyrics ("With yellow feathers in her hair and a dress cut down to there") and is in fact played during a sequence in the movie.