JavaScript is by specification a Unicode language, so Unicode characters in strings should be safe. You can use hex escapes (\u8E24) as an alternative. Make sure your script files are served with proper content type headers.
Note that characters beyond one- and two-byte sequences are problematic, and that JavaScript regular expressions are terrible with characters beyond the first codepage. (Well maybe not "terrible", but primitive at best.)
You can also use Unicode letters, Unicode combining marks, and Unicode connector punctuation characters in identifiers, in case you want to impress your friends. Thus
var wavy﹏line = "wow";
is perfectly good JavaScript (but good luck with your bug report if you find a browser where it doesn't work).
Read all about it in the spec, or use it to fall asleep at night :)