Our team has recently moved from a locally hosted Subversion repository to a private GitHub repository. In the past, when we had a build that we were ready to mark as 'released', we would use the 'Tag this build' sidebar link to add a SVN tag on the contents of the build.

With the move to GitHub, I have tagging of a build working in Jenkins, but it only seems to tag the build locally. The tag displays up if I run git tag in the workspace directory, but it never gets pushed to GitHub.

Per Kohsuke (http://stackoverflow.com/a/8566778/869):
This feature simply doesn't exist yet. Please file a ticket in the issue tracker. I agree that this is an important use case.