The patches for released versions of Vim are
here.
An overview of what each patch solves is in a README file.
For Vim 7.3 it is this
README file.
To apply a patch, you must get the sources, go to the directory where the
"src" directory is located and apply the patch with:
patch -p0 < patchfile >& logfile
To apply multiple patches you can concatenate them and pass the resulting file
to the patch program. It's a good idea to redirect the output to be able to
check for error messages.
Aap will fetch the original distribution and then apply all the available patches. You can repeat this later and only the new patches are downloaded and applied. You do not need to type URLs, everything is taken care of automatically. It does require installing Aap.
The detailed explanation can be found here. Please report problems to Bram AT a-a-p.org.
These are mostly patches to add new features. Some are mature and should work fine. Some only work on a specific system, e.g., Unix. Some are work in progress. Read the vim_dev maillist to find out more.