See comment below. (It renders fine here but shows an indentation.)
Screenshot:
In the atom editor, a no-break space (alt+space on OSX) is shown as a small dot.
In Sublime Text 2 and 3, with draw_white_space: all, it renders as blank whereas a regular space is a small dot.
Source:
# Regular space after `#`
# No-break space after `#`
This is exactly as I would expect it to work, the Markdown parser should be differentiating between ' ' and ' ', so while # some text should be correctly parsed as a h1, #&bsp;some text shouldn't.
Github uses the redcarpet Markdown parser, and looking at the source you can see that it expects 1-6 #'s followed by one (space).
As in your editor, it would be nice to have some visual indicator that a non breaking space has been typed in the Github editor/comments rather than a regular space.
Does the Markdown parser differ between Gists and Comments? In comments it breaks (as, you say, expected), but in a Gist it renders fine.
Regular space after
#No-break space after
#