I just had a look myself, I wasn't sure what language you were trying for, but I went for basic arabic cos I found that in a subset in MS Word's symbols lol (just copied and pasted). It did just as you said though... I'm guessing RMXP just doesn't support certain characters, there are probably certain symbols you can find in windows that will work but not others if you catch my drift. I really don't know if there's a simple solution that isn't time consuming for this.
One question though. Are you wanting these foreign characters to come up in a text box like in conversation or is it like checking inscriptions on a wall? Just because you could use a picture or animation to display them, but that would be very time consuming but it could be quite a cool effect if you used an animation.
[Edit]
I also did a quick google search and found this, it's a little different but might help you somewhat.
http://www.hongfire.com/forum/showthread.php?t=94950I'm sleepy, so goodnight.