I did not really need Russian filenames until recently; with quite unexpected 
results. The following is in UTF; please compare file listing with completion 
listing (ignore obvious formatting error):

{pts/1}% ll
итого 0
drwxr-xr-x  1 root root 0 Сен 24 11:57 arvidjaar/
drwxr-xr-x  1 root root 0 Сен 24 11:57 Мои видеозаписи/
drwxr-xr-x  1 root root 0 Сен 24 11:57 Мои документы/
drwxr-xr-x  1 root root 0 Сен 24 11:57 Мои фотографии/
drwxr-xr-x  1 root root 0 Сен 24 11:57 Моя музыка/
drwxr-xr-x  1 root root 0 Сен 25 19:40 Папки друзей/
drwxr-xr-x  1 root root 0 Сен 25 19:40 Публичные папки/
{pts/1}% cd arvidjaar/
Completing local directory
arvidjaar/                         Папки\ друзей/
Мои\ видеозаписи/    Мои\ документу/
Мои\ уотограуии/    Моу\ музука/
Публиунуе\ папки/   

Here are codes of some characters that are mixed:

{pts/2}% echo фу | xxd
0000000: d184 d183 0a                             .....
{pts/2}% echo ф <= result of up history!!!
ф
{pts/2}% echo уы | xxd
0000000: d183 d18b 0a                             .....
{pts/2}% echo  <= result of up history!!!

so something mangles characters (d184 -> d183, d18b -> d183 etc), moreover, 
parsing stops at this character (d183)