If you create a file in dos commandshell e.g. "touch äö.txt" and try to list it up with an "dir ä*.txt" it doesn't appear. This worked with samba2 without any problems. This error occurs only in the commandshell of windows. The special chars are displayed correctly and a "dir *.*" shows the file "äö.txt".
this works with 4.0, probably also with much earlier versions.