This Python script will take work items from your CodePlex project and import them into your GitHub project. It also includes comments.
In order to run this script, you will need to download the github2 library
and install it
You will also need a GitHub API Token - you can get find yours on your account admin page
Finally, edit the script file and modify the values at the top to include the details of your projects.
I suggest creating a test repository in your github dashboard to test the import against.
You can download this project in either
You can also clone the project with Git
$ git clone git://github.com/mendhak/Codeplex-Issues-Importer