If you write a program that uses non-printing chars (in the range 0x00 to 0x1F),
samba will create such files when CreateFile (NTCreate&X) is used, while Windows
will not. 

Windows returns the error: 

STATUS_OBJECT_NAME_INVALID, The filename, directory name, or volume label syntax
is incorrect.

It seems that Samba should really do the same.

Here is some test code to do such things:

// This is the main project file for VC++ application project 
// generated using an Application Wizard.

#include "stdafx.h"
#include "windows.h"

#using <mscorlib.dll>
#include <tchar.h>

using namespace System;

// This is the entry point for this application
int _tmain(void)
{
        HANDLE hWriteFile;
        LPTSTR FileName = "f:\\\\\001\002\003\004\005\006\007\008";
        DWORD create_mode = CREATE_ALWAYS, 
                  access_mode = GENERIC_READ, share_mode = 0;

        /*
         * Use CreateFile to open the file ...
         */

        hWriteFile = CreateFile(FileName, access_mode, share_mode, NULL /* No
Security Attrs */,
                        create_mode, 0,
                        NULL);

        if (hWriteFile == INVALID_HANDLE_VALUE) {
                LPVOID lpMsgBuf;
                FormatMessage( 
                        FORMAT_MESSAGE_ALLOCATE_BUFFER | 
                        FORMAT_MESSAGE_FROM_SYSTEM | 
                        FORMAT_MESSAGE_IGNORE_INSERTS,
                        NULL,
                        GetLastError(),
                        MAKELANGID(LANG_NEUTRAL, SUBLANG_DEFAULT), // Default
language
                        (LPTSTR) &lpMsgBuf,
                        0,
                        NULL 
                        );
                printf("CreatFile failed: %s\n", lpMsgBuf);
                return 1;
        }

}

You might have to add #include <stdio.h> somewhere to get it to build :-)