Would a siphon work in space?

No it wouldn't, because you need gravity to make that siphon work. If you imagine the fluid at different points along the length of that siphon, at some points the siphon will be going uphill, and at other points it will be going downhill, and there'll be gravitational force on the fluid inside your siphon. And where the siphon is going uphill, the force is pulling the fluid backwards along the pipe. When it's going downhill, that force is pulling the fluid forwards along the pipe and what you need is more bits of length of your siphon going downhill with those forward forces than you have going uphill. And that means that because of the water pressure inside that siphon, the places where the force is going downhill is dragging fluid along the whole siphon from the beginning to the end. On the International space station, you have no gravitational force so there'd be nothing to drive the fluid along the siphon.