Markdown Live Preview Editor?

There is also "Mou", a live editor for Mac OS X (Lion). It's still in beta, but works great! http://mouapp.com/

When current available Markdown editors are almost all for general writers, Mou is different: It's for web developers. Syntax highlighting, live preview, fullscreen mode, auto save, powerful actions, auto pair, incremental search, custom themes, HTML export, enhanced CJK characters support.

If you want to use TextMate, change your file's language association to 'HTML'. In the Preview window there is a drawer that offers the option pipe the text through 'Markdown.pl'. (See screenshot).

The alternative I use for Makrdown is not an officially released app but personally I use markdownlive by Jonathan 'Wolf' Rentzsch. It's open source available on GitHub and will require you to compile it using Xcode. It also allows you to copy the Generated HTML (what I like to use it for quite a bit).

Mac only, Marked provides markdown and multi-markdown preview for any text editor. The preview is updated when you save the text file.

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MarkdownPad is for Windows, but provides live preview.

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ReText is available for other platforms and offers a live preview of rendered Markdown:

ReText is a simple text editor for Markdown syntax. It is written in Python using Qt libraries, able to run on any platforms (Linux and BSD are officially supported)

Although not officially supported, there are Windows installation instructions as well; however, I had to make a few modifications to get them to work (the complete set with my corrections is shown below):

Installation

1. Install Python27
2. Install PyQT precompiled for PyQt-Py2.7-x86-gpl-4.8.3-1.exe PyQt-Py2.7-x86-gpl-4.8.4-1.exe
3. Install easy_install setuptools-0.6c11.win32-py2.7.exe
4. Update your My Computer's Environmental Variables. Click Start, right-click My Computer and select Properties, select the Advanced tab, then click Environment Variables.
5. Under System Variables, click New. Under variable name enter PYTHONPATH. Under Variable value enter C:\Python27\Lib\;C:\Python27\Lib\site-packages\
6. Select the System Variable PATH click Edit. Update the PATH variable value by adding C:\Python27;C:\Python27\Lib\site-packages\PyQt4\bin; to the front of the existing entries so that it reads like PATH=C:\Python27;C:\Python27\Lib\site-packages\PyQt4\bin;...
7. Install additional Python libraries. Select Start then Run, type cmd then cd \python27\scripts. Enter:
   • easy_install Pygments
   • easy_install ElementTree
   • easy_install Markdown
   • easy_install gdata
8. Download and unpack current ReText (ATM 0.8.1)
9. Download and unpack ReText icons
10. Place the unpacked icons into the ReText\icons folder
11. Navigate to the retext.py file (probably at c:\retext). Right-click drag-and-drop retext.py and select Create shortcuts here.
12. Right-click on the shortcut to adjust the properties.
13. Change target to "C:\Python27\python.exe" retext.py and Run to minimized.
14. Change the icon (which will require you to make an .ico file from one of the .png files unzipped above into the ReText/icons directory, which can be done here
15. Change the shortcut name on the general tab if desired.