It seems that the setFallbackFontName seems to broken again.
This feature has been broken and fixed a couple of times.
We set the fallback like this:
Font::setFallbackFontName("Arial Unicode MS");
I looked in the Juce code and it seems this typeface is actually already set as default.
When i try to display filenames with Japanese characters Juce tries first to find the Glyph in the default 'Lucida Grande' and it it fails it should try finding the glyph in the fallback font.
When i have a filename with these japanese characters:
It displays like you see in the screenshot below.
The screenshot is taken from the DragAndDrop example in the JuceDemo (compiled with the code from the tip).
Tested on OSX 10.6.7