How can I know which files have been changed between releases? It seems like cvs diff applies per file basis. Please advise.

It seems there's no obvious way to diff between specific revisions or tags using tortoise UI. However you can do it on the command line.

If you have cvsnt installed (I guess it comes with tortoise), try this

cd $the_proj_root_you_checked_out_using_tortoise # eg. Z:/duckass
cvs diff -r DUCKASS_1-0-0_RELEASE_20080619_001 -r DUCKASS_1-0-0_RELEASE_20081112_002

But if you do this on unix with unix's cvs, try this

cd $the_proj_root_you_checked_out_using_tortoise # eg. /projects/work/duckass
cvs -d duck@duckserver:/projects/cvsroot diff -r DUCKASS_1-0-0_RELEASE_20080619_001 -r DUCKASS_1-0-0_RELEASE_20081112_002

The two cvs recognizes CVSROOT differently, so you need that -d option if you checked out with tortoise but want to diff with unix's cvs.