I have files and directories using Japanese and Korean. Unfortunately, urxvt by default does not display these characters nicely (the hangul looks especially ugly) by default. The way to fix this is to have a good set of TrueType fonts for both Japanese and Korean, and to have URXVT use these as defaults.
If you’re on Arch Linux like me, you can install from the AUR the ttf-kochi-substitute and ttf-baekmuk fonts for Japanese and Korean fonts, respectively. (There is also ttf-sazanami and ttf-unfonts-core for more Japanese and Korean fonts, respectively — but here I’m going to use Kochi Gothic and Baekmuk Gulim in URXVT). Now, in your ~/.Xdefaults file, put this in:
urxvt*font: xft:Terminus:pixelsize=14,\ xft:Kochi Gothic:antialias=false,\ xft:Baekmuk Gulim
This makes it so that Terminus is used, then Kochi Gothic, then Baekmuk Gulim. It’s good to have Kochi Gothic on a higher priority than Baekmuk Gulim, since Kochi Gothic’s kanji glyphs look much better than Baekmuk’s (and since Japanese words often have kanji in them, whereas Korean files almost always have just hangul in them). Also, the pixelsize defined with Terminus is used for all succeeding fonts below. Now my URXVT looks really nice!