We present a thermodynamical approach to identify changes in macromolecular structure and dynamics in response to perturbations such as mutations or ligand binding, using an expansion of the Kullback-Leibler Divergence that connects local population shifts in torsion angles to changes in the free energy landscape of the protein. While the Kullback-Leibler Divergence is a known formula from information theory, the novelty and power of our implementation lies in its formal developments, connection to thermodynamics, statistical filtering, ease of visualization of results, and extendability by adding higher-order terms. We present a formal derivation of the Kullback-Leibler Divergence expansion and then apply our method at a first-order approximation to molecular dynamics simulations of four protein systems where ligand binding or pH titration is known to cause an effect at a distant site. Our results qualitatively agree with experimental measurements of local changes in structure or dynamics, such as NMR chemical shift perturbations and hydrogen-deuterium exchange mass spectrometry. The approach produces easy-to-analyze results with low background, and as such has the potential to become a routine analysis when molecular dynamics simulations in two or more conditions are available. Our method is implemented in the MutInf code package and is available on the SimTK website at https://simtk.org/home/mutinf.