I am using QGIS 2.18. I have OSM raster map opened. I go to Vector/OpenStreetMaps/download data. I have tried all three options in the dialog box. My answer is always the same no data downloaded when I try to upload a smaller OSM map and data.dialog box
Indeed, I noticed the bug too.
This is not a "no data" issue as you mentionned in your ticket. It's an error about bad request made to Overpass API.
When you have your dialog:
Switch to "manual" and remove extra characters on the right in each box until the "e".
This request will work. Don't use the extent of your layer "OSM Standard", this is covering the whole planet. And unfortunately "From map canvas" is broken because it's using letters in parameters.
How did you load the OSM raster basemap in QGIS? I have always used the OpenLayers Plugin.
When I use that, and load the OSM basemap (without previously having added anything, so in a fresh new project), the map is automatically set to the EPSG:3857, WGS84 / Pseudo Mercator projection.
When I subsesequently open the Download OpenStreetMap data option, the dialog properly shows decimal degrees bounding box parameters (it seems to do an automatic translation from the Web Mercator projection, which of course has totally different coordinates).
I can subequently download data without any issues, I have done that dozens of times.
So, what CRS / projection is listed in your project in the map's properties?