Using the GitHub Pull Requests builder to trigger builds, without using the advanced options of the Git plugin the changelog is always empty.

Using the advanced option:
Merge Options -> Merge before build -> Branch to merge to
set to 'master' the changelog is populated but contains all changes on the master branch plus the changes in the pull request, rather than only containing the new changes.

The attached image shows builds triggered by pull requests. Each build should only have one change but they all contain the previous changes. (#6 and #7 are the same pull request, built twice).