I had this problem earlier. I needed to escape a HTML tag like <Tag> on my blog (I am using Ghost Blog) and I am a bit disappointed with myself that I actually had to Google for a solution. The markdown guide states that any HTML is also valid for markdown, this should have brought me to the conclusion on how to do this, but it took me some time to remember that you can escape/encode HTML in HTML. What a simple solution that is..
For tags such as < use < and for > use >. It is as simple as that! The earlier example would be written as <Tag> in the editor and shown as <Tag> on the html page. You can check the markup of this page to see how it should look in the browser.
For a complete list of HTML entities look here.
I hope this helps you, please let me know in the comments down below if it did!