Tab completion for hosts defined in ~/.ssh/config doesn't work anymore on Yosemite
You can enable bash shell completion by installing bash-completion via brew:

brew install bash-completion


Then add the following to your ~/.bash_profile:

if [ -f $(brew --prefix)/etc/bash_completion ]; then
. $(brew --prefix)/etc/bash_completion
fi


Source

(Edit: brew tap homebrew/completions is deprecated as of 2018.)