I've been using NLog for a while now and recently decided I wanted to have some of my log files written as Unicode text.  I learned that you can specify this in your <target> sections of NLog.config as follows:

<targets>
    <!-- add your targets here -->
    <target xsi:type="File" name="mainFile" fileName="${logFile}"
          archiveEvery="Day" archiveNumbering="Sequence" concurrentWrites="false" maxArchiveFiles="30"
          layout="${layout}" encoding="UTF-8" />
</targets>

Note that I only tested two different encodings, "Unicode" and "UTF-8".  Also, "UTF-8" must have the hyphen in it to work.