There are plenty of Jekyll plugins available if you want to generate a sitemap for your blog. The only problem is that GitHub Pages, where a lot of us are hosting our Jekyll sites, does not allow plugins.
Thankfully, Jekyll is quite versatile and I was able to create a sitemap without using Jekyll plugins. In the undocumented :pages accessor you can find all non-post pages in your site and iterating over it gives you all the data you need to build a sitemap.
Just remember to exclude things like CSS files (detectable by missing layout) and your feeds (layout is feed in my case).
---
---
<?xml version="1.0" encoding="UTF-8"?>
<urlset xmlns="http://www.sitemaps.org/schemas/sitemap/0.9">
{% for post in site.posts %}
<url>
<loc>http://foo.com{{ post.url | remove: 'index.html' }}</loc>
</url>
{% endfor %}
{% for page in site.pages %}
{% if page.layout != nil %}
{% if page.layout != 'feed' %}
<url>
<loc>http://foo.com{{ page.url | remove: 'index.html' }}</loc>
</url>
{% endif %}
{% endif %}
{% endfor %}
</urlset>
Obviously, for your own use you will need to update it with your own domain name. Save it as sitemap.xml and you are good to go!
Update: As ArmNo pointed out, you will need to include site.posts and site.page in order to cover all the pages of your website.