Well, my explanation was that there are different fonts, some with support for CJK, others without.
When I visit for instance google.cn with Opera, only some Chinese characters will be shown - my browser font has incomplete support for CJK text. The same page on Firefox shows all characters, using a different font.
This doesn't explain why everything is not shown when some asian characters are in the file name, but this gives us at least a possible work around.