Try the following:
Caveat: works with Bitbucket, not sure about other tools (see attached)
Open Pull Requests:
Note: Jira shows an error in the JQL, but does allow you to save as filter, e.g., filter=######
You'll have to do a little bit of fancy JQL for it. If you've integrated Stash/Bitbucket/Whatever properly, you should be able to see it with a search on issues' properties. Example, for my on-demand instance, this JQL returns any issues that have not been resolved (so the issue is still open) with a non-merged pull-request associated with the issue:
issue.property[development].openprs > 0 AND (status != done OR resolution is EMPTY)
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