Why Force.Com Migration Tool Does NOT deploy CustomMetadata Records?
There is some invisible character in documentation between small 'm' and capitalised 'M' in CustomMetadata
and in the closing </members>
tag (​ Unicode Character 'ZERO WIDTH SPACE' (U+200B) http://www.fileformat.info/info/unicode/char/200b/index.htm ), that is why this code
<types>
<members>*</members>
<name>CustomMetadata</name>
</types>
doesn't work while this would work
<types>
<members>*</members>
<name>CustomMetadata</name>
</types>