How can I do a report of Incidents, Changes, Requests related to a Problem?

[hernando]

I need to show a list report of problems, inside each problem it should show the related records(Incident, change and request) 

[Abhinay Erra]

You can create a report on the problem table and set the filter conditions so that Change Request is not empty or Incident is not empty. Let me know if I understood your requirement incorrectly.

[Sumit Kulkarni]

There is the option to use "Related List Conditions" in List views using List V3. See ServiceNow documentation on Related List Conditions

What I understand from your requirement is you want to report on all Problems that have an associated Incident change and request Record, you can do this using a list view from the Problem Table as seen in the below example:

Thank you!

Sumit K