Hi Mark,
I couldn't quickly find an out of the box report that will work for you but one could exist. Something that may meet your needs.....
1. Open the build result in the Eclipse client
2. On the Overview tab, in the Contribution Summary, there is a field called Work items. Click on the value (like "7 included in build")
3. The list of work items will be displayed as query results in the Work Items tab.
4. Click the Pencil icon (it will be in the same general area as the Work Items tab)
5. Here you'll see a query with an "Id is" condition and the list of ids
6. Go to the Column Display -- See if you can add the Implements Requirement column. I wasn't able to, and I'm not sure why. If you are, then add it and click Run. Then you'll have a list of associated works items and their requirements.
7. If you can't add the Implements Requirement column, go back to the Conditions tab. Copy the list of Ids.
8. Create a new query using the list of work item Ids and add the Implements Requirement column. (I had to go to the web client in order to be able to add the Implements Requirement column.) Run the query.