There is a video on YouTube of such an experiment. The corresponding paper is as follows:
Can a Siphon Work In Vacuo? Adrian L. Boatwright, Simon Puttick and Peter Licence. J. Chem. Educ., 2011, 88 (11), pp 1547–1550. DOI: 10.1021/ed2001818
After watching the video (but not reading the paper), my first thought was that the liquid in question has unusually strong intermolecular forces. If it didn't then it wouldn't be able to remain a liquid in such a strong vacuum. This must mean that this liquid can be held under a much higher degree of tension than something like water.
This means that this experiment can't rule out the possibility that air pressure is important for the operation of a siphon when water is used. And in fact, the air pressure does play an important role in a normal water-based siphon: it prevents the water from immediately boiling away. At zero pressure water turns into a gas and has no tensile strength at all, so we can say that the surrounding air pressure is necessary to hold up the water inside a normal everyday siphon.