export LC_ALL=en_US.UTF-8
export LANG=en_US.UTF-8
in .bashrc or whatever your shell is

on windows, using putty:

in settings -> window -> translation
select UTF-8
save
done

on X:

*VT100*utf8: 1
*VT100*eightBitInput: false
*VT100*eightBitControl: false
*VT100*eightBitOutput: false
in .Xdefaults (some of that might be extra)
make sure you are using a font that has UTF8
then run xrdb or something you're probably an X genius ok figure it out