The changebar package internally uses \ltx@footnotetext (a replacement of the kernel \@footnotetext command) to include the bar if changebars are active, and if so, wraps the the footnote text in changebars. To "reverse" this behaviour, the following reassignment will do the job:
\documentclass{article}
\usepackage[paperheight=10cm]{geometry}% just for the example
\usepackage{changebar}
\makeatletter
\let\@footnotetext\ltx@footnotetext
\makeatother
\begin{document}
\section{Intro}
{\cbstart}Lorem ipsum dolor sit amet, consectetur adipiscing elit. Suspendisse auctor mauris id tortor interdum pharetra\footnote{This is the first footnote.}. Vestibulum sagittis facilisis augue quis viverra. Aenean gravida
rutrum leo, vel tincidunt neque feugiat et. Morbi eu nulla nec lorem tristique viverra. Praesent nec odio at felis aliquet vestibulum vel a risus. Fusce quam est, eleifend et rutrum et, malesuada non ante. Class aptent taciti
sociosqu ad litora torquent per conubia nostra, per inceptos himenaeos. Aenean pellentesque justo id sapien consequat dictum vel in sem. Fusce volutpat, diam eu egestas egestas, neque leo adipiscing velit, non fermentum
erat purus eu nisl. Vestibulum vitae venenatis augue. Fusce tellus velit, aliquet non bibendum commodo, vulputate sed ipsum. Proin mollis\footnote{This is the second footnote.} bibendum tellus, porta sagittis ante lobortis quis.
Cras neque elit, sollicitudin at tincidunt et, eleifend ac dui. Maecenas id metus sit amet velit ullamcorper mattis at sollicitudin neque. Sed ut euismod augue.{\cbend}
\end{document}

If this is also the desired behaviour for footnotes inside a minipage, a similar reassignment for \@mpfootnotetext will be necessary:
\documentclass{article}
\usepackage[paperheight=18cm]{geometry}% just for the example
\usepackage{changebar}
\makeatletter
\let\@footnotetext\ltx@footnotetext
\let\@mpfootnotetext\ltx@mpfootnotetext
\makeatother
\begin{document}
\section{Intro}
\noindent\begin{minipage}{\textwidth}
{\cbstart}Lorem ipsum dolor sit amet, consectetur adipiscing elit. Suspendisse auctor mauris id tortor interdum pharetra\footnote{This is the first footnote.}. Vestibulum sagittis facilisis augue quis viverra. Aenean gravida
rutrum leo, vel tincidunt neque feugiat et. Morbi eu nulla nec lorem tristique viverra. Praesent nec odio at felis aliquet vestibulum vel a risus. Fusce quam est, eleifend et rutrum et, malesuada non ante. Class aptent taciti
sociosqu ad litora torquent per conubia nostra, per inceptos himenaeos. Aenean pellentesque justo id sapien consequat dictum vel in sem. Fusce volutpat, diam eu egestas egestas, neque leo adipiscing velit, non fermentum
erat purus eu nisl. Vestibulum vitae venenatis augue. Fusce tellus velit, aliquet non bibendum commodo, vulputate sed ipsum. Proin mollis\footnote{This is the second footnote.} bibendum tellus, porta sagittis ante lobortis quis.
Cras neque elit, sollicitudin at tincidunt et, eleifend ac dui. Maecenas id metus sit amet velit ullamcorper mattis at sollicitudin neque. Sed ut euismod augue.{\cbend}
\end{minipage}
\vfill
{\cbstart}Lorem ipsum dolor sit amet, consectetur adipiscing elit. Suspendisse auctor mauris id tortor interdum pharetra\footnote{This is the first footnote.}. Vestibulum sagittis facilisis augue quis viverra. Aenean gravida
rutrum leo, vel tincidunt neque feugiat et. Morbi eu nulla nec lorem tristique viverra. Praesent nec odio at felis aliquet vestibulum vel a risus. Fusce quam est, eleifend et rutrum et, malesuada non ante. Class aptent taciti
sociosqu ad litora torquent per conubia nostra, per inceptos himenaeos. Aenean pellentesque justo id sapien consequat dictum vel in sem. Fusce volutpat, diam eu egestas egestas, neque leo adipiscing velit, non fermentum
erat purus eu nisl. Vestibulum vitae venenatis augue. Fusce tellus velit, aliquet non bibendum commodo, vulputate sed ipsum. Proin mollis\footnote{This is the second footnote.} bibendum tellus, porta sagittis ante lobortis quis.
Cras neque elit, sollicitudin at tincidunt et, eleifend ac dui. Maecenas id metus sit amet velit ullamcorper mattis at sollicitudin neque. Sed ut euismod augue.{\cbend}
\end{document}

\footnotemarkinside the\cbstart...\cbendgroup, and then\footnotetextoutside it. Does that work for you? – Werner May 14 '12 at 17:22\cb...block and process them at the end (at\cbend). That would require a little work though, but I'll look into it. – Werner May 14 '12 at 18:51