Along with Markdown, GitHub allows "some HTML" when you compose issues, pull requests, and comments.
Is there a full list of exactly which HTML tags are allowed on GitHub? (similar to What HTML tags are allowed on Stack Exchange sites?)
Github has open sourced their text processing pipeline. The definition of the tag whitelist can be found in the jch/html-pipeline repository.
At the time of writing, they allow the following tags along with common attributes (see the linked code for the exact details):
h1 h2 h3 h4 h5 h6 h7 h8 br b i strong em a pre code img tt
div ins del sup sub p ol ul table thead tbody tfoot blockquote
dl dt dd kbd q samp var hr ruby rt rp li tr td th s strike