For UTF8, you have to make sure your mysql is set to utf (its set by default to Latin), so that all your db tables have the right collation, otherwise you can have problems.
I have Chinese characters in my categories, so it can be done, if this collation issue is solved.
One word of warning, changing the collation of existing db tables is a bit of a pain in the rear. So its better if the set up can be done right the first time.
Here is the thread I started when I had the same problem, it may be helpful, and there are definitely other threads focused on exactly this issue.
http://forums.modx.com/thread/89957/question-marks-instead-of-chinese---database-config-issue#dis-post-494378