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"The gzip format (defined in RFC 1952) allows storing the original filename (without the .gz suffix) in an additional field in the header (the FNAME field). Latin-1 (iso-8859-1) is required."
Hum, it looks like the author of the gzip program (on Linux Fedora 16) didn't read the RFC!
$ tar -cvf hého.tar README
README
$ gzip hého.tar 
$ hachoir-urwid ~/prog/python/default/hého.tar.gz 
0) file:/home/haypo/prog/python/default/hého.tar.gz: ...
 0) signature= "\x1f\x8b": GZip file signature (\x1F\x8B) (2 bytes)
 2) compression= deflate: Compression method (1 byte)
 3.0) is_text= False: File content is probably ASCII text (1 bit)
 3.1) has_crc16= False: Header CRC16 (1 bit)
 3.2) has_extra= False: Extra informations (variable size) (1 bit)
 3.3) has_filename= True: Contains filename? (1 bit)
 3.4) has_comment= False: Contains comment? (1 bit)
 3.5) reserved[0]= <null> (3 bits)
 4) mtime= 2011年12月21日 19:34:54: Modification time (4 bytes)
 8.0) reserved[1]= <null> (1 bit)
 8.1) slowest= False: Compressor used maximum compression (slowest) (1 bit)
 8.2) fastest= False: Compressor used the fastest compression (1 bit)
 8.3) reserved[2]= <null> (5 bits)
 9) os= Unix: Operating system (1 byte)
 10) filename= "hého.tar": Filename (10 bytes)
Raw display:
 10) filename= "h\xc3\xa9ho.tar0円": Filename (10 bytes)