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I'm not sure this is the right issue. The support for Unicode filenames is not (at least on Windows) ideal.
Let α.py be a Python script with invalid syntax.
> py α.py
 File "<encoding error>", line 2
 as as compile error
 ^
SyntaxError: invalid syntax
On the other hand, if run.py is does something like
path = sys.argv[1]
with tokenize.open(path) as f:
 source = f.read()
code = compile(source, path, "exec")
exec(code, __main__.__dict__)
we get 
> py run.py α.py
 File "Python Unicode\\u03b1.py", line 2
 as as compile error
 ^
SyntaxError: invalid syntax
(or 'File "Python Unicode\α.py", line 2' depending on whether sys.stdout can encode the string).
So the "<encoding error>" in the first example is unfortunate as it is easy to get better result even by a simple pure Python approach.