If you have subversion handy, you can see every line changed with this command:
svn diff https://svn.automattic.com/wordpress/tags/1.5.1 https://svn.automattic.com/wordpress/tags/1.5.1.1
If you only want the files changed, you can use this beauty (if you are on *nix):
svn diff --diff-cmd "diff" -x "-q" https://svn.automattic.com/wordpress/tags/1.5.1 https://svn.automattic.com/wordpress/tags/1.5.1.1 | grep Index | sed 's/Index: //'
To save you from having to do that, here’s the output.
wp-blog-header.php
wp-includes/functions-post.php
wp-includes/template-functions-category.php
wp-includes/template-functions-links.php
wp-includes/template-functions-post.php
wp-includes/pluggable-functions.php
wp-includes/functions.php
wp-includes/wp-db.php
wp-includes/version.php
xmlrpc.php
wp-admin/post.php
wp-admin/quicktags.js
Those are the files changed from 1.5.1 to 1.5.1.1. Of course, we always recommend that you upgrade every file. Perhaps the most common cause of problems reported to the support forums is incomplete uploads. I recommend everyone use rsync or the equivalent, if your host supports it. With rsync you don’t have to care about what changed. The tool takes care of it.