This was a neat trick to stumble across; functionality I wasn’t previously aware of.
There is also GitHub’s git wrapper called hub which allows you do to things like:
# Check out a pull request for review by URL
git checkout https://github.com/github/hub/pull/134
# or open the GitHub compare view between two releases
git compare v0.9..v1.0
and many other handy little things.
The downside here is that you pull all PRs. There’s a cool alias I’ve been using to fetch and checkout a single PR and it’s mentioned in this gist, here.