Latest Git:
git merge --abort
This attempts to reset your working copy to whatever state it was in before the merge. That means that it should restore any uncommitted changes from before the merge, although it cannot always do so reliably. Generally you shouldn't merge with uncommitted changes anyway.
Prior to version 1.7.4:
git reset --merge
This is older syntax but does the same as the above.
Prior to version 1.6.2:
git reset --hard
which removes all uncommitted changes, including the uncommitted merge. Sometimes this behaviour is useful even in newer versions of Git that support the above commands.