Is there a changelog for any firmware updates on an EV3 brick?
Update:

I have found a changelog in the firmware source code available on the download page at http://mindstorms.lego.com. The file is lms2012/doc/Implementation. Here is the history since v1.03 which shipped with the first retail EV3s.


/******************************************************************************
 * APPLICATION VERSIONS
 *****************************************************************************/
/*! \page applicationversions Application Versions
 * 
 *  This section describes the relative changes from previous version
 *
 *
 *\version lms2012_v109D
 *
 *-# As v109H but telnet enabled with password "Just a bit off the block!"                    \n
 *
 *
 *\version lms2012_v109
 *
 *-# As v1081 but version changed to 1.09                                                     \n
 *
 *
 *\version lms2012_v1081
 *
 *-# Telnet disabled                                                                          \n
 *
 *
 *\version lms2012_v108
 *
 *-# Support for edimax added                                                                 \n
 *
 *
 *\version lms2012_v107
 *
 *-# As v1066 but version changed to 1.07                                                     \n
 *
 *
 *\version lms2012_v1066
 *
 *-# ISSUE 4330 - sub call aliases block local issue UN-fixed                                 \n
 *
 *
 *\version lms2012_v1065
 *
 *-# Bluetooth bundle changed to "BA9Q76VTQG" "com.lego.education.ev3"                        \n
 *
 *
 *\version lms2012_v1064
 *
 *-# Bluetooth bundle changed to "BA9Q76VTQG" "com.lego.edu.ev3"                              \n
 *
 *
 *\version lms2012_v1063
 *
 *-# Bluetooth bundle changed                                                                 \n
 *
 *
 *\version lms2012_v1062
 *
 *-# Bluetooth bundle changed for test                                                        \n
 *
 *
 *\version lms2012_v1061
 *
 *-# "Brick Name" app implemented                                                             \n
 *
 *
 *\version lms2012_v106_140502
 *
 *-# As v105a but version changed to 1.06                                                     \n
 *
 *
 *
 *\version lms2012_v105a_140327
 *
 *-# IIC issue with automatic update blocking access fixed in "d_iic.c"                       \n
 *-# UART protocol escape future issue fixed in "d_uart.c"                                    \n
 *
 *
 *
 *\version lms2012_v105H_140211
 *
 *-# As v104x but version changed to 1.05                                                     \n
 *
 *
 *
 *\version lms2012_v104x_140206
 *
 *-# ISSUE 4330 - sub call aliases block local issue fixed                                    \n
 *-# Number of memory handles rised from 250 to 500 (MAX_HANDLES = 500)                       \n
 *-# Color sensor mode 4 data checksum issue fixed                                            \n
 *
 *
 *\version lms2012_v104w_140110
 *
 *-# Test app "Sensors" changed to use "Modes" instead of "Views" in mode change limit        \n
 *-# opINPUT SETUP - IIC third party sensor read/write issue fixed                            \n
 *-# opINPUT READY_IIC implemented                                                            \n
 *-# More documentation about sensor reading (see \ref thirdpartydevicedesign "Third Party Device Design Guidelines ") \n
 *
 *
 *\version lms2012_v104v_131205
 *
 *-# Release of version 104u for testing                                                      \n
 *
 *
 *\version lms2012_v104u_131205
 *
 *-# Corrected issue when connecting to several devices using bluetooth (c_bt.c)              \n
 *-# opUI_DRAW VALUE bug fixed (negative figures)                                             \n
 *-# opUI_DRAW VIEW_UBIT bug fixed (negative figures)                                         \n
 *-# opINPUT_DEVICE INSERT_TYPE implemented                                                   \n
 *-# opINPUT_DEVICE SET_TYPEMODE implemented                                                  \n
 *-# Corrected issue if trying to search for BT devices and allready connected to 7 devices   \n
 *-# Corrected issue if get remote bluetooth name fails in a bluetooth search                 \n
 *-# Bluetooth connect is not called if create paired device fails                            \n
 *-# Bluetooth connection attempt actively rejected if user presses X on the UI               \n
 *
 *
 *\version lms2012_v104t_131108
 *
 *-# Corrected remote bluetooth name issue                                                    \n
 *-# Corrected brick crashing if number of motors diff from 2 in sync'ed motor cmds           \n
 *-# Corrected filetransfer between SD cards in bricks - Folder type issue                    \n
 *-# Corrected filetransfer between SD cards in bricks - Filehandle issue                     \n
 *-# opFILE CLOSE_LOG changed to free up handle when logging in memory                        \n
 *-# SD card back key bug fixed                                                               \n
 *-# ISSUE 2636 - "Brick Program" app - test for attached sensor                              \n
 *-# ISSUE 3226 - opMATH MOD8, MOD16, MOD32 zero bug fixed                                    \n
 *-# ISSUE 3492 - opUI_DRAW LINE and RECT hang bug fixed                                      \n
 *-# ISSUE 3565 - Brick Hang with 3rd party sensor bug fixed                                  \n
 *-# Added TIInit_6.6.15.bts to the filesystem to support 1325A version bluetooth             \n
 *-# Special exception text added to headers: "lmstypes.h", "lms2012.h" and "bytecodes.h"     \n
 *-# opINPUT_DEVICE INSERT_TYPE implemented for test                                                            \n
 *-# IIC 3rd party hang and data instability issue fixed                                                        \n
 *
 *\version lms2012_v104H_130531
 *
 *-# Bluetooth transfer folder error fixed in cComCreateBeginDL                               \n
 *-# First release for AFOL                                                                   \n
 *
 *


Original answer:

The LEGO Group has not been publishing changelogs for the EV3 firmware. You should call customer support or write them a letter and encourage them to do so.

I have gathered some information mostly from the (unofficial) LEGO MINDSTORMS EV3 Facebook Page and also discussions with other MINDSTORMS hackers. This list is most likely incomplete.


v1.10E: Add USB support for Microsoft MakeCode (EV3 now appears as USB drive).
v1.09H/E: Disable telnet service (security issue in response to this German language article on how malware was discovered running on an EV3).
v1.09D: This is a new "developer" version of the firmware available on the LEGO Education website that has telnet enabled and there is now a password for root (see the readme.txt file that comes with the 1.09D firmware).
v1.08H/E: Add support for the popular Edimax EW-7811UN Wi-Fi dongle.
v1.07H/E: Add support for new Bluetooth chip shipping with newer EV3s (starting circa July 2015).
v1.06H/E: Work around checksum bug on EV3 color sensor RGB mode (used by custom block from David Gilday on the MindCuber)