You mean when there's a "gap" between various bits of the liquid in the tube?
Methods I've heard generally result in heat/cooling cycles (if you can cool it down to the point where all the liquid is back in the bulb then it should work but I've never tried), and just inertially-shaking the hell out of it to force the liquid back towards the bulb (without letting it fly out of your hands and smash, ask me how I know).
An awful lot of electrons were terribly inconvenienced in the making of this post.
I saved one once a long time ago by holding it vertical and heating the bulb slowly in a small cooking pot filled with water. The very top of this particular thermometer had a small bulge inside, so as the alcohol reached the top it spread out and the split bubbled itself away. This will only work if the thermometer's maximum temperature is below the boiling point of water. Be careful not to overheat it, or you.
Disclaimer: This worked for me. Once. I tried it another time on a different thermometer and it didn't work. Your mileage may vary, but you've got nothing to lose at this point other than a little time and energy to heat the water.
I had one with a split that just spontaneously fixed itself over time. I used it a bunch of times up to 38/40c and it probably got down around to the 4 or 5c mark some nights where it was stored. Split just gradually narrowed and then disappeared.
I fixed one by holding it in the steam from a boiling kettle. I was very careful as it reached the top of the column but as it did so the gap disappeared and i've continued to use it without problem. Like Steve, the thermometer I use had a small bulb at the top as well as the bottom which allowed the space for the gap to escape into.