It (UTF-8) is supported by most all *nix vendors, and mostly supported by GNU (linux). It is just another setting in config files.
There are *nix distributions set for every european language (german, dutch, galaic, etc). That is where the whole termcap and terminfo variables come into play for what/how to display and take input.
On Web Pages, multibyte character sets have been universally supported, so they will display depending on your browser, many languages. There are several Cyrillic font packs for XWin to install if you are in a country that needs them.
If you install a system in English, it isn't a fast and easy task to convert it to russian, and some programs (less is an example) will display <0A><14> when it gets confused on hitting a UTF string, the number of programs that have this behavior are dwindling, however.
mysql, php, apache, linux kernel, and other "Major" items in the 2nd link above are now all UTF aware and handle them properly.
Microsoft NT and 2k treat all characters as UTF-16, 2 bytes/character. XP+ use UTF, where 2 bytes are only used as needed.
In mysql-manager (The XWin app), you have two areas to change both the encoding (UTF-x/other), and the character set (latin1, etc) on a database. If data is added that isn't in the charset for that database, it is "de-translated" into what usually looks like garbage, or a '?' for unknown. The rest of the major daemons and languages also support this, since german, english, russian, korean are very popular in the development of linux, they are supported, but the Operating system won't "Translate" properly, since translation means much much more than character mapping.