I like one of the showcase websites, http://zinekapta.com/favoritos.html there's a pinned header. It's great. And since this one is really cute, it changes on every page.
I would have loved to have it fixed and identical on the whole website, so using masterpages -> taking one item, and placing it on top of anything in the website (think "layers", like in inDesign)
Did i miss it somewhere, or is it something to be expected or is this an idea or a feature request ?
You can't currently "release" a master page element to display on top of elements based on the master page. Master page items are always in back. You would need to copy the header element and paste it in place on all pages. This request has come up in the past in the old forums. Please create an idea topic for this in the Ideas for Features in Muse forum: http://forums.adobe.com/community/muse/ideas