This "Reveal in Finder" option has already submitted a while back on the UserEcho site:
http://sublimetext.userecho.com/topic/2 ... r-sidebar/
And there is even a very simple fix provided by Aaron Kuzemchak to address the issue. Could we please see this in a future dev build?
Also along these lines, another great idea which I also sorely miss from TextMate is the "Reveal in Project Tree" type functionality:
http://sublimetext.userecho.com/topic/4 ... ject-tree/
Cheers!