There are three ways:
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Use SFTP plugin (commercial) http://wbond.net/sublime_packages/sftp – I personally recommend this, as after settings public SSH keys with passphrase it is safe, easy and worth every penny http://opensourcehacker.com/2012/10/24/ssh-key-and-passwordless-login-basics-for-developers/
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Mount the remote as local file system using
osxfuseandsshfsas mentioned in the comments. This might be little difficult, depending on OSX version and your skills with UNIX file systems. -
Hack together something like rmate which does file editing over remote tunneling using some kind of a local daemon (very difficult, cumbersome, but sudo compatible) http://blog.macromates.com/2011/mate-and-rmate/
Also, in theory, you can install X11 on the remote server and run Sublime there over VNC or X11 forwarding, but this would be very slow.