(Sorry about not replying sooner, I didn't realize I didn't activate email notification)
Yes, I use SSH, so that seems to be the problem.
I have found a bit more, actually: the problem occurs in programs runs directly from the thin client through SSH (I'll call this level 1). Whereas some programs, if I start them from the command line from a console on the server (I'll call this level 2), handle accents properly: xterm and OOo work fine this way (but konsole, gvim or thunderbird don't).
And I have also noticed that on a level 1 xterm or konsole, file names with accented characters are not displayed properly, whereas on a level 2 console they are.
So I would agree, it is a problem with SSH.
Any idea how to work around this?
I've tried starting programs from a key mapping program on the server (bbkeys) instead of starting them from epistrophy on the client, but this didn't change anything. I thought that, being launched by a server process, the programs would behave as level 2, but no, they still behave as level 1.