From wordpress.org: This release fixes a possible denial of service issue in PHP’s XML processing, reported by Nir Goldshlager of the Salesforce.com Product Security Team. It  was fixed by Michael Adams and Andrew Nacin of the WordPress security team and David Rothstein of the Drupal security team. This is the first time our two projects have coordinated joint security releases.

WordPress 3.9.2 also contains other security changes:

• Fixes a possible but unlikely code execution when processing widgets (WordPress is not affected by default), discovered by Alex Concha of the WordPress security team.
• Prevents information disclosure via XML entity attacks in the external GetID3 library, reported by Ivan Novikov of ONSec.
• Adds protections against brute attacks against CSRF tokens, reported by David Tomaschik of the Google Security Team.
• Contains some additional security hardening, like preventing cross-site scripting that could be triggered only by administrators.