This page is dedicated to getting one's system unicode-aware.

I personally use urxvt (rxvt-unicode), which supports UTF-8 out of the box. Alternatively one could simply use xterm with param -u8.

Bash and Zsh do have support for UTF-8.

To enable UTF-8 with screen, specify the -U flag.

When executing a command right after connecting (unlike manually logging in and then running the desired command) the shell is not being initialized fully and the locale setting might not be applied before the command is run. Test this using:

ssh hostname.example.com 'locale'

the zsh e.g. uses the file /etc/zsh/zshenv or ~/.zshenv to run setup specific to these non-interactive invocations of the shell.

irssi has the term_charset setting, but it should default to utf-8 already.

GnuPG recommends setting the charset for it's metadata when not using latin1. To do so, insert the following into your ~/.gnupg/gpg.conf:

charset utf-8