Open things via rmate that will open in local sublime.

Installation:

• Install this via sublime package control (OR just checkout this git repo into your packages directory)
• Start sublime rmate server from the cmd-shift-p menu
• Port forward 52698 from the remote server to localhost (ssh -R 52698:localhost:52698 user@server)
• Download the rmate executable there
• rmate filename

Based On:

Scroll down to the rmate section here: http://blog.macromates.com/2011/mate-and-rmate/

Known Issues:

• File titles are not correct