How to cancel a pull request on github?

GitHub now supports closing a pull request

Basically, you need to do the following steps:

1. Visit the pull request page
2. Click on the pull request
3. Click the "close pull request" button

Example (button on the very bottom):

This way the pull request gets closed (and ignored), without merging it.

In the spirit of a DVCS (as in "Distributed"), you don't cancel something you have published:
Pull requests are essentially patches you have send (normally by email, here by GitHub webapp), and you wouldn't cancel an email either ;)

But since the GitHub Pull Request system also includes a discussion section, that would be there that you could voice your concern to the recipient of those changes, asking him/her to disregards 29 of your 30 commits.

Finally, remember:

• a/ you have a preview section when making a pull request, allowing you to see the number of commits about to be included in it, and to review their diff.
• b/ it is preferable to rebase the work you want to publish as pull request on top of the remote branch which will receive said work. Then you can make a pull request which could be safely applied in a fast forward manner by the recipient.

That being said, since January 2011 ("Refreshed Pull Request Discussions"), and mentioned in the answer above, you can close a pull request in the comments.
Look for that "Comment and Close" button at the bottom of the discussion page:

If you sent a pull request on a repository where you don't have the rights to close it, you can delete the branch from where the pull request originated. That will cancel the pull request.