emmby

The easiest way I found was to use MacPorts, supplemented by the Google MacFuse package.  In other words, install them both.

First install sshfs (assuming you have MacPorts):

sudo port install sshfs

This will automatically install the MacFuse dependency.  However, for whatever reason this version of MacFuse does not work out of the box when you try to run sshfs.  To make it work properly, download the MacFuse installer from http://code.google.com/p/macfuse/ and install it over the MacFuse you just installed.  No, really.  It all installs to the same place so you won't end up with two copies.

You may need to reboot, but once you do you'll be able to run sshfs as per http://code.google.com/p/macfuse/wiki/MACFUSE_FS_SSHFS