tl;dr Every Github Gist can be accessed as a Git repository over either HTTPS via their URL or via SSH using the keys you have registered with Github.

I enjoy using gists to share example code but when multiple files are necessary it can be very cumbersome to copy and paste them one at a time and re-create their metadata. Instead I create an otherwise empty gist, clone it locally, and then edit the files or git add them as I would any other repository before committing and sharing the contents.