If you're using an HTML <title> tag, then have you tried HTML character escapes, such as &#ddd;, where "ddd" is the decimal Unicode value of the character? It's the same as what one should do when posting Cyrillic text into messages here. I haven't tried this with titles, but if it doesn't work, I'd say you're just SOL unless you want to change the locale encoding for your browser. If it does work, don't worry whether other users will be able to view them properly--Unicode makes fiddling with code page settings unnecessary for any browsers released in, like, the past decade.

I've written a couple scripts to handle converting literal text on the clipboard to escaped HTML. See the threads on htmlesc.py and HtmlEsc.java. I tried to get the admins to put them where folks could more easily find them, but so far no response to that idea.