How can I make a non-breaking space in reStructuredText?

You can also use |_| in place of |nbsp| which is less visually intrusive, given reStructuredText's goal of being readable as plain text.

I don't see the problem here, running docutils v0.9. At least rst2latex and rst2html are behaving properly regarding non-breaking whitespace. Latex generates ~ and html generates   when you input a non-breaking character (\xa0, \0240).

Maybe you have an editor issue ? If you can manage to input the character, docutils will do the job.

You need the unicode directive, but it can only be used in substitutions. So you need to define a substitution like this:

.. |nbsp| unicode:: 0xA0 
   :trim:

and then use it like this:

xx |nbsp| xx

:trim: is there to get rid of those spaces around the substitution.