Some people just read it out. Since the symbol "#" is read as hash among other things. 

Found in examples like this:
 #!/bin/sh 
or
 #!/usr/local/bin/perl -w

Hash''''''Bang is usually the first two characters of an executable script in Unix environments.
If the program after the ! exists and is executable, an exec is performed, and the rest of the script is
handed to that program.

''Hmmm.  I've heard it called "SheBang" or just "ShBang" but never HashBang ...''

Probably because "bang" seems to be uniquely North American in usage; people who say "hash" would probably just call it an exclamation mark (so we're stuck with the much less exciting "hash exclamation mark").
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The Jargon File's ASCII entry http://www.catb.org/~esr/jargon/html/A/ASCII.html offers up a few more:

* Common: number sign; pound; pound sign; hash; sharp; crunch; hex; [mesh]. 
* Rare: grid; crosshatch; octothorpe; flash; <square>, pig-pen; tictactoe; scratchmark; thud; thump; splat.

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''splatBang? I like the sound of that if not the implication '' -- DonaldNoyes

I prefer ''crunchSmash'' myself.  :)  --SamuelFalvo

I'm favoring ''O''''''ctothorpeShriek''.  I'd think S''''''platBang would be '*!'.  That's probably because I had a teacher that had great fun making awful Batman references and writing out '?!*' - hook, bang, splat.