I have been looking for a WMA players (both portable and stationary) that are able to display non-English (non-Western European, to be exact) titles. The only portable player that I know of that is able to display Russian is iPod. However, it does not support WMA so my music library is a wild mix of MP3 and WMA files. There are plenty Unicode fonts available so what is so big deal? I was told that upcoming Portable Window Media Center will surely support all languages that Windows CE does, but I honestly don't need video.
So far I ended up assembling my own audio PC based on VIA motherboard with 800MHz chip. I put it in an amplifier case so it does not look like a PC. It has normal rotary volume control. Here is how it looks (display is not shown)