MorganS:
I personally don't think star-grounding will be necessary here. I think you need/want to measure the voltage across the two main electrodes and don't really need to reference anything to any real ground.
A 1:1 transformer is a good idea except a transformer only transforms AC voltage. The DC voltage you want won't make it through the transformer.
Can you show us the schematic of your RC circuit? That behaviour seems incorrect.
Can you run your laptop on battery for the duration of the test? If it's powered from its own battery, then it's not linked to any other ground and it can float to whatever voltage the plasma cutter develops. Of course this makes it 'live' with respect to other conductive objects (like you) but it's not normally dangerous to touch the steel being cut is it?
Indeed, i tried the transformer as fast as the idea came to me, and all i saw was smoke 
(fortunately the plasma wasn't damaged).
My RC filter circuit is as simple as it can get:

Input = Arduino 5 volts
Ground = Arduino Ground
Output = Arduino A0 pin
When i use the simple example of reading the sensor, i get a fluctuating values rising and decreasing.
Yes it's normal to touch the steal being cut. I tried the laptop with the battery on and off, nothing changes.
TomGeorge:
Hi,
With Plasma Cutters you have to remember that there is more than one circuit, it has a mainpower circuit and an ignition circuit.
This unit is a SMPS type, so the gnd or neg terminal does not have to be referenced to anything except the torch head.
With the unit switched off and unplugged, traced the gnd clamp to see if it is earth of the power supply case.
If it isn't then you will have to use something like BillHo suggested.
Tom..... 
I don't know about whether it's connected to earth, since i don't have an earth protection at all (No Earth Rod), but what i can tell you is that i traced the gnd clamp inside the plasma box, and i found it connected in a wide metal plate, i unscrew the screw of the cable and attached my wire to it and screw it back.
I didn't understand BillHo schematic, and i know in my region analog optocouplers are not to be found (i already asked around).
yendis:
Simply that any earth connections, such as the Arduino gnd, power supply grounds/returns, all go to a single 'star' point using separate wires. Although this can be very effective (and I use it to good effect on my PWM motor drive project) I suspect you may have ground paths built-in which you cannot connect up in this way, e.g. USB connection back to laptop mains earth. But if that is the case, you can break the USB ground path, and use an opto isolated link that might well eliminate the interference effect.
About your DC shift when using capacitors in a filter, I would suspect voltage spikes are forward biasing PN junctions eg maybe at the Arduino inputs, and this rectifies the spikes into DC.
"all go to a single 'star' point using separate wires."
You mean here the Earth Rod like in this image:
"you can break the USB ground path"
So i power the Arduino from another source, and break the power leads in the usb cable? This seems
to be a very good idea, i will try it and report back.
"and use an opto isolated link"
Where exactly to use this opto?
The phenomena of the filters happens even when i'm feeding Arduino 5 volts as input, i can even see it with a multimeter, it show 4.85 then 4.86 and keeps fluctuating, since the Arduino has more resolution, i can see the numbers go up and down, but never stable, if i make the capacior bigger, the fluctuation get bigger and vice versa, even with a small cap of 1nF there is still fluctuation but really small. To be honest when i saw the phenomena i felt like all the videos and tutorials i saw about passive filters were all lies x)