At the moment, that's solved by adding the "save" icon (usually a floppy disk) next to the file name. The icon is probably only displayed on Linux though, because we use the Qt's feature to get the icon from the system icon theme, but OS X and Windows apparently don't play by that game.

See QIcon::fromTheme[1] and freedesktop icon naming specification [2]

One solution is probably to use QStyle::standardIcon [3] instead of QIcon::fromTheme.

[1] http://qt-project.org/doc/qt-4.8/qicon.html#fromTheme
[2] http://standards.freedesktop.org/icon-naming-spec/icon-naming-spec-latest.html
[3] http://qt-project.org/doc/qt-4.8/qstyle.html#standardIcon

Hopefully, this is fixed now, in 58cdacc
There should be an icon next to the modified document's name.

If it's still not fixed on OS X, please re-open. In that case, we'll either need a custom icon shipped with SC, or represent the modification differently (for example textually, like filename or [filename] or filename)

Confirmed working on OSX.