This is called "cherry-picking".

git cherry-pick commit-sha1

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Note that since branches are nothing but commit pointers, cherry-picking the latest commit of a branch is as simple as

git cherry-pick my-feature-branch

Be aware that cherry-picking will make a copy of the picked commit, with its own hash. If you merge the branch later, the commit will appear in a history a second time (probably without a diff since there was nothing left to do).

Also see our advice for cherry picking to production branches!