And another useful command to do this (after git fetch) is:
git log origin/master ^master
This shows the commits that are in origin/master but not in master. You can also do it in opposite when doing git pull, to check what commits will be submitted to remote.
If you're not interested in the details that git diff outputs you can just run git cherry which will output a list of commits your remote tracking branch has ahead of your local branch.
For example:
git fetch origin
git cherry master origin/master
Will output something like :
+ 2642039b1a4c4d4345a0d02f79ccc3690e19d9b1
+ a4870f9fbde61d2d657e97b72b61f46d1fd265a9
Indicates that there are two commits in my remote tracking branch that haven't been merged into my local branch.
This also works the other way :
git cherry origin/master master
Will show you a list of local commits that you haven't pushed to your remote repository yet.
Source: Stackoverflow.com