These are discussed in the PMBOK guide, but I will try and give examples.
Issue log: Anything that is a problem, some kind of process gap, or inconsistency, or conflicts related to a project that needs to be documented. Of course this would be tracked with the typical who, what, when detail. Its a way of tracking and documenting these issues.
Change Request: Is a formal way to request a change to any document, deliverable or baseline. It can be for changing policies, scope, budget, schedule items, things that really impact the project.
Risk Register: A risk register may be completed up front prior to a project starting, as it lists all the risks that could happen. Literally, these things get thought out and documented. It may also be updated during the project as needed. If it is a possible risk, it gets documents either before or during the project.