How to make a single window on Mac OS X sticky to every desktop space?

Not obvious but built into MacOS.

Right click on the application icon in the dock -> options -> All Desktops

The 3rd party software Afloat can do this. See the installation instructions:.

1. Download the SIMBL zip file
2. Unzip the file
3. Double-click/install SIMBL-0.9.9.pkg
4. Create SIMBL bundle dir: mkdir ~/Library/Application\ Support/SIMBL/Plugins/
5. Reboot
6. Install from the git repo:

$ git clone https://github.com/millenomi/afloat.git
$ cd afloat
$ xcodebuild -configuration Release install
  # verbose output trimmed, except for last line:
  ** INSTALL SUCCEEDED **
$ mv /tmp/Afloat.dst/Users/`whoami`/Library/Bundles/Afloat.bundle/ ~/Library/Application\ Support/SIMBL/Plugins/