I believe at least Microsoft doesn’t support accented characters. Whenever i put my surname Jürgen into the entry field the u-dieresis doesn’t show up in the Microsoft related entries. And i remember once having crashed the OS when i loaded a generated font with an accented character. But that was years ago in Fontographer era. Haven’t tried it again since then ;-)
I thought this might have come up here before, but I can't find any discussions about it...
Is it possible to include an accented character in a font name? FontLab allows it in some name fields, but not others. This leads me to wonder if such a discrepancy (some name fields with the accented character, some without) would lead to technical problems for users.
I've found at least one font with an accent in the name: ITC Odyssée. It appears that the accent is used only in the "trade name" as it appears in specimen books and such, not in the actual font name. I'm not sure if anything usefull can be deduced from this.