I think they mean exactly the same thing. English words seem to follow a regular pattern of evolution, in which compound words tend to lose their hyphens over time. To me (as a US speaker) "heart-warming" looks slightly old-fashioned. Where did you see it? I have a little bet with myself that it was published before 1920.
Added: Having checked the American Heritage dictionary and OxfordDictionaries online, I lose my bet with myself. Rene is right. "Heart-warming" is British, "Heartwarming" is US. Make your choice accordingly.