When opening a new file with
:split, you may want to create the directory the file will reside in. This can be done in autocommand BufNewFile (add to vimrc in any Unix-like system with mkdir that accepts -p switch).
au BufNewFile * :exe ': !mkdir -p ' . escape(fnamemodify(bufname('%'),':p:h'),'#% \\')
This tip is rather dodgy for those of us who sometimes make mistakes. I don't think it should automatically create possibly several directories as a result of a simple typo in the
:edit /path/file command.
The tip should instead provide a specific command to create a path and edit a file (you would know that using the command may create unwanted directories if you made a typo).
I believe that the md/mkdir in any Windows with cmd.exe (possibly not NT4) will make intermediate directories without needing
-p or any other option.