What's the difference between 오호 and 오호호?

ANSWER: One means "Alas!" and the other means "Ha ha!"

오호 (嗚呼) means "Alas!" and is said when something sad happens. 오호호 means "Ha ha!" and is said when something funny happens. Don't get the two confused.

By the way, in China, the idiom 一命嗚呼 (일명오호) means "to die," though it literally translates as "A life (一命), alas (嗚呼)!"