Years of playing video games have helped me to forge a set of rules to ensure my survival in a harsh, cruel world. I memorize the locations of any weapons in every room, watch my enemies to find patterns in their behavior that I can exploit, and avoid water at all costs. Another vital tip is to completely avoid blonde women in red dresses. It's not enough to avoid dating them. You must avoid being in the same area as one for any prolonged period of time. If one walks into a room, escape through the nearest window. If one knocks on your door, pretend that you're not home and begin preparations to move just in case she decides to come back. Even if one merely contacts you through MySpace (or whatever website men and women use for being skeezers these days), delete your profile and set your computer on fire before they find out.
The they I'm referring to is the single thing or group of things that are out violently kidnap her and carry her to the last stage of some dangerous adventure that must be fought through in order for her to be saved. Sometimes it's a giant ape, other times it's robots, but it's usually a bunch of thugs. No, not those corny rappers wearing "Tupac Halloween Costumes" in '90s music videos. I'm talkin' about BMF's armed who roll with baseball bats (wooden and aluminum), machine guns, and dynamite. Dynamite, for @#$%'s sake! Let's be honest here, the lowliest thugs in just about every beat 'em up could probably kick the crap of anyone with enough free time to read this, so let's cut these ladies a bit of slack.
None of these women are out there trying to get intercepted by warlords, which is obvious from the kicking and screaming makes it obvious. Sure, sometimes the game will mix it up a bit and have a blonde girl with a light blue or pink dress, or maybe a brunette with a red dress. But you know that they're all blondes deep down inside and they have a lil' red dress in their closets. Well, that or the artists couldn't work yellow into the palette for her hair.
How long has it been like this? At the very least, since Donkey Kong in the early 80's. While Pauline wore a pink and white olde-timey dress in the game, virtually all of the official artwork shows her in a tattered red dress. In fact, four of the most classic gaming damsels (except for Princess Toadstool/Peach) have been blondes in red dresses. Pauline, Zelda (see parts 1 and 2), Jessica Haggar and Marion. Why is it usually women? Because, as many comedians have pointed out over the years, no one really gives a crap if men go missing unless there's a personal connection. Shows all about missing blonde girls kept Nancy Grace on the air for longer than logic would've allowed, but we're more likely to learn that they found a missing man's corpse than see alerts that the man was missing in the first place. The main exceptions are when powerful or famous men are missing, which also happens to be the main times you'll see men missing in games, including Bad Dudes and Crime City.
Why blondes? Honestly, you won't find the real answer on a website as shallow as this one, but American culture (not exclusively, but especially) has been obsessed with blondes long before video games came into the picture. Whether it was the culture being influenced by media or the media feeding society's craving for blondes, video games were inspired by entertainment, right down to Donkey Kong bearing the basics of the King Kong & Fay Wray dynamic. The media pushes this notion so much that you'll even find a few movies where all the blonde women are innocent while the brunettes are evil (like Prehistoric Women). Since some Japanese video games are influenced by American films (usually to appeal more to our market), the idea of the pure, blonde love interest probably came along for the ride. Sadly, it's not the only bad habit they picked up from American entertainment, but that's going to need it's own article some day.
It's possible that the color combination of blonde hair and red dresses is actually functional. The color red trips so many different OH SNAP response in the human brain that it may have started as a psychological choice. Red and yellow also make for a very eye-catching pair of colors. Another point is that it's easier to work red and yellow into a limited palette because an artist can use the browns of the skin to add shading in the hair and dress. You really can't pull that off with shades from the other side of the color wheel.
Here's a gallery of kidnap victims that feature at least one of the common traits (blondeness or a red dress):