You might be interested in something I plan to open source at some point: a native Markdown lexing / parsing engine meant to be used to stylize markdown for Core Text / NSAttributedString.
Thanks a lot for the link, I was going to write Markdown -> NSAttributedString library myself, because I couldn't find one. Right now I'm just using DTCoreText and convert Markdown to HTML on the server.
You might also want to look into GitHub's Sundown library. It's an awesome library and being written in pure C, you can use it natively.
The reason I wrote myself is that my use case was more markdown highlighting than markdown parsing. I needed to preserve the markdown source untouched, which Sundown doesn't support.
Here's the meat of it in a gist: https://gist.github.com/29dabe4b6e762ee221df