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...
El día de la bestia (1995)
Jo Nesbø's Headhunters - Hodejegerne (2011)
Léon (Directors Cut) (1994)
Sånger från andra våningen - Songs from the Second Floor (2000)
دختری در شب تنها به خانه می‌رود - A Girl Walks Home Alone at Night (2014)
アウトレイジ ビヨンド - Outrage - Beyond (2012)
アキレスと亀 - Achilles and the Tortoise (2008)
葉問3 - Ip Man 3 (2015)
賽德克•巴萊 - Warriors of the Rainbow - Seediq Bale (2011)
살인의 추억 - Memories of Murder (2003)
신세계 - New World (2013)
...

Screenshot of Unicode console output

function StringToWideString
( p: PAnsiChar // Source to convert
; iLenSrc: Integer // Source's length
; iSrcCodePage: DWord= CP_UTF8 // Source codepage
): WideString; // Target is UTF-16
var
 iLenDest: Integer;
begin
 iLenDest:= MultiByteToWideChar( iSrcCodePage, 0, p, iLenSrc, nil, 0 );
 SetLength( result, iLenDest );
 if iLenDest> 0 then // Otherwise we get ERROR_INVALID_PARAMETER
 if MultiByteToWideChar( iSrcCodePage, 0, p, iLenSrc, PWideChar(result), iLenDest )= 0 then begin
 result:= '';
 end;
end;
function GetCmdOutput
( sCmd: Widestring // Command line for process creation
; out sOut: Widestring // Expected console output
; bExpectUtf8: Boolean // Does the text make no sense? Then set this to TRUE.
): Word; // Flag wise error indicator
const
 BUFLEN= 50000ドル; // 50* 1024= 51200
var
 vSA: TSecurityAttributes; // For pipe creation
 vSI: TStartupInfo; // To indicate pipe usage
 vPI: TProcessInformation; // To later close handles
 hRead, hWrite: THandle; // Pipe
 bRead: Boolean; // Was ReadFile() successful?
 iRead: Cardinal; // How many bytes were read by ReadFile()?
 pWide, pCmd: PWideChar; // Read buffer in UTF-16; Command line for process creation
 pAnsi: PAnsiChar; // Read buffer in UTF-8
 pBuf: Pointer; // Read buffer in general, either ANSI or WIDE
label
 Finish;
begin
 // No error occurred yet, no output so far
 result:= 0;
 sOut:= '';
 // Creating 1 pipe with 2 handles: one for reading, other for writing
 vSA.nLength:= SizeOf( vSA );
 vSA.bInheritHandle:= TRUE;
 vSA.lpSecurityDescriptor:= nil;
 if not CreatePipe( hRead, hWrite, @vSA, 0 ) then begin
 result:= 01ドル; // GetLastError() for more details
 exit;
 end;
 // Prepare pipe usage when creating process
 FillChar( vSI, SizeOf( vSI ), 0 );
 vSI.cb:= SizeOf( vSI );
 vSI.dwFlags:= STARTF_USESTDHANDLES;
 vSI.hStdInput:= GetStdHandle( STD_INPUT_HANDLE );
 if vSI.hStdInput= INVALID_HANDLE_VALUE then begin
 result:= 02ドル; // GetLastError() for more details
 goto Finish;
 end;
 vSI.hStdOutput:= hWrite;
 vSI.hStdError:= hWrite;
 // Create process via command line only
 sCmd:= sCmd+ #0; // PWideChar must be NULL terminated
 GetMem( pCmd, 32000 ); // CreateProcessW() expects a writable parameter
 CopyMemory( @pCmd[0], @sCmd[1], Length( sCmd )* 2 ); // Copy bytes from Widestring to PWideChar
 if not CreateProcessW( nil, pCmd, nil, nil, TRUE, 0, nil, nil, vSI, vPI ) then begin
 result:= 04ドル; // GetLastError() for more details
 goto Finish;
 end;
 // Closing write handle of pipe, otherwise reading will block
 if not CloseHandle( hWrite ) then result:= result or 10ドル; // GetLastError() for more details
 hWrite:= 0;
 // Read all console output
 GetMem( pBuf, BUFLEN );
 try
 repeat
 bRead:= ReadFile( hRead, pBuf^, BUFLEN- 1, iRead, nil ); // Leave 2 bytes for NULL terminating WideChar
 if (bRead) and (iRead> 0) then begin
 if bExpectUtf8 then begin
 pAnsi:= pBuf;
 pAnsi[iRead]:= #0;
 sOut:= sOut+ StringToWideString( pAnsi, iRead ); // Convert UTF-8 into UTF-16
 end else begin
 pWide:= pBuf;
 pWide[iRead div 2]:= #0; // Last character is NULL
 sOut:= sOut+ pWide; // Add to overall output
 end;
 end;
 until (not bRead) or (iRead= 0);
 finally
 // Release process handles
 if not CloseHandle( vPI.hThread ) then result:= result or 20ドル; // GetLastError() for more details
 if not CloseHandle( vPI.hProcess ) then result:= result or 40ドル; // GetLastError() for more details;
 end;
 FreeMem( pBuf );
Finish:
 // Pipe must always be released
 if hWrite<> 0 then begin
 if not CloseHandle( hWrite ) then result:= result or 80ドル; // GetLastError() for more details
 end;
 if not CloseHandle( hRead ) then result:= result or 100ドル; // GetLastError() for more details
end;
procedure TForm1.Button1Click(Sender: TObject);
var
 sOut: Widestring;
 bUtf8: Boolean;
begin
 // In theory this should turn TRUE for you and FALSE for me.
 // If it doesn't work, of course, try setting it hardcoded to either TRUE or FALSE.
 bUtf8:= GetACP()= CP_UTF8;
 if GetCmdOutput
 ( 'cmd.exe /U /C dir /B M:\IN\*' // What should be executed?
 , sOut // Retrieving the output
 , bUtf8 // Will the output be UTF-16 or UTF-8?
 )<> 0 then Caption:= 'Error(s) occurred!';
 TntMemo1.Text:= sOut;
end;

...
El día de la bestia (1995)
Jo Nesbø's Headhunters - Hodejegerne (2011)
Léon (Directors Cut) (1994)
Sånger från andra våningen - Songs from the Second Floor (2000)
دختری در شب تنها به خانه می‌رود - A Girl Walks Home Alone at Night (2014)
アウトレイジ ビヨンド - Outrage - Beyond (2012)
アキレスと亀 - Achilles and the Tortoise (2008)
葉問3 - Ip Man 3 (2015)
賽德克•巴萊 - Warriors of the Rainbow - Seediq Bale (2011)
살인의 추억 - Memories of Murder (2003)
신세계 - New World (2013)
...

Screenshot of Unicode console output

function StringToWideString
( p: PAnsiChar // Source to convert
; iLenSrc: Integer // Source's length
; iSrcCodePage: DWord= CP_UTF8 // Source codepage
): WideString; // Target is UTF-16
var
 iLenDest: Integer;
begin
 iLenDest:= MultiByteToWideChar( iSrcCodePage, 0, p, iLenSrc, nil, 0 );
 SetLength( result, iLenDest );
 if iLenDest> 0 then // Otherwise we get ERROR_INVALID_PARAMETER
 if MultiByteToWideChar( iSrcCodePage, 0, p, iLenSrc, PWideChar(result), iLenDest )= 0 then begin
 result:= '';
 end;
end;
function GetCmdOutput
( sCmd: Widestring // Command line for process creation
; out sOut: Widestring // Expected console output
; bExpectUtf8: Boolean // Does the text make no sense? Then set this to TRUE.
): Word; // Flag wise error indicator
const
 BUFLEN= 50000ドル; // 50* 1024= 51200
var
 vSA: TSecurityAttributes; // For pipe creation
 vSI: TStartupInfo; // To indicate pipe usage
 vPI: TProcessInformation; // To later close handles
 hRead, hWrite: THandle; // Pipe
 bRead: Boolean; // Was ReadFile() successful?
 iRead: Cardinal; // How many bytes were read by ReadFile()?
 pWide, pCmd: PWideChar; // Read buffer in UTF-16; Command line for process creation
 pAnsi: PAnsiChar; // Read buffer in UTF-8
 pBuf: Pointer; // Read buffer in general, either ANSI or WIDE
label
 Finish;
begin
 // No error occurred yet, no output so far
 result:= 0;
 sOut:= '';
 pCmd:= nil;

 // Creating 1 pipe with 2 handles: one for reading, other for writing
 vSA.nLength:= SizeOf( vSA );
 vSA.bInheritHandle:= TRUE;
 vSA.lpSecurityDescriptor:= nil;
 if not CreatePipe( hRead, hWrite, @vSA, 0 ) then begin
 result:= 01ドル; // GetLastError() for more details
 exit;
 end;
 // Prepare pipe usage when creating process
 FillChar( vSI, SizeOf( vSI ), 0 );
 vSI.cb:= SizeOf( vSI );
 vSI.dwFlags:= STARTF_USESTDHANDLES;
 vSI.hStdInput:= GetStdHandle( STD_INPUT_HANDLE );
 if vSI.hStdInput= INVALID_HANDLE_VALUE then begin
 result:= 02ドル; // GetLastError() for more details
 goto Finish;
 end;
 vSI.hStdOutput:= hWrite;
 vSI.hStdError:= hWrite;
 // Create process via command line only
 sCmd:= sCmd+ #0; // PWideChar must be NULL terminated
 GetMem( pCmd, 32000 ); // CreateProcessW() expects a writable parameter
 CopyMemory( @pCmd[0], @sCmd[1], Length( sCmd )* 2 ); // Copy bytes from Widestring to PWideChar
 if not CreateProcessW( nil, pCmd, nil, nil, TRUE, 0, nil, nil, vSI, vPI ) then begin
 result:= 04ドル; // GetLastError() for more details
 goto Finish;
 end;
 // Closing write handle of pipe, otherwise reading will block
 if not CloseHandle( hWrite ) then result:= result or 10ドル; // GetLastError() for more details
 hWrite:= 0;
 // Read all console output
 GetMem( pBuf, BUFLEN );
 try
 repeat
 bRead:= ReadFile( hRead, pBuf^, BUFLEN- 1, iRead, nil ); // Leave 2 bytes for NULL terminating WideChar
 if (bRead) and (iRead> 0) then begin
 if bExpectUtf8 then begin
 pAnsi:= pBuf;
 pAnsi[iRead]:= #0;
 sOut:= sOut+ StringToWideString( pAnsi, iRead ); // Convert UTF-8 into UTF-16
 end else begin
 pWide:= pBuf;
 pWide[iRead div 2]:= #0; // Last character is NULL
 sOut:= sOut+ pWide; // Add to overall output
 end;
 end;
 until (not bRead) or (iRead= 0);
 finally
 // Release process handles
 if not CloseHandle( vPI.hThread ) then result:= result or 20ドル; // GetLastError() for more details
 if not CloseHandle( vPI.hProcess ) then result:= result or 40ドル; // GetLastError() for more details;
 end;
 FreeMem( pBuf );
Finish:
 // Pipe must always be released
 if hWrite<> 0 then begin
 if not CloseHandle( hWrite ) then result:= result or 80ドル; // GetLastError() for more details
 end;
 if not CloseHandle( hRead ) then result:= result or 100ドル; // GetLastError() for more details
 if pCmd<> nil then FreeMem( pCmd );
end;
procedure TForm1.Button1Click(Sender: TObject);
var
 sOut: Widestring;
 bUtf8: Boolean;
begin
 // In theory this should turn TRUE for you and FALSE for me.
 // If it doesn't work, of course, try setting it hardcoded to either TRUE or FALSE.
 bUtf8:= GetACP()= CP_UTF8;
 if GetCmdOutput
 ( 'cmd.exe /U /C dir /B M:\IN\*' // What should be executed?
 , sOut // Retrieving the output
 , bUtf8 // Will the output be UTF-16 or UTF-8?
 )<> 0 then Caption:= 'Error(s) occurred!';
 TntMemo1.Text:= sOut;
end;

Update: The above only works on console commands (such as dir) - it doesn't turn a program (an .exe) into magically outputting Unicode instead of Ansi. If you want to perform this on a console program instead of one of cmd.exe's commands you will most likely still get Ansi output, no matter what. How to write such a console program is a different topic - and then it also doesn't need cmd.exe as shell to be started in.

function GetCmdOutput
( sCmd: Widestring // Command line for process creation
; out sOut: Widestring // Expected console output
): Word; // Flag wise error indicator
const
 BUFLEN= 50000ドル; // 50* 1024= 51200
var
 vSA: TSecurityAttributes; // For pipe creation
 vSI: TStartupInfo; // To indicate pipe usage
 vPI: TProcessInformation; // To later close handles
 hRead, hWrite: THandle; // Pipe
 bRead: Boolean; // Was ReadFile() successful?
 iRead: Cardinal; // How many bytes were read by ReadFile()?
 pBuf, pCmd: PWideChar; // Read buffer; Command line for process creation
label
 Finish;
begin
 // No error occurred yet, no output so far
 result:= 0;
 sOut:= '';
 // Creating 1 pipe with 2 handles: one for reading, other for writing
 vSA.nLength:= SizeOf( vSA );
 vSA.bInheritHandle:= TRUE;
 vSA.lpSecurityDescriptor:= nil;
 if not CreatePipe( hRead, hWrite, @vSA, 0 ) then begin
 result:= 01ドル; // GetLastError() for more details
 exit;
 end;
 // Prepare pipe usage when creating process
 FillChar( vSI, SizeOf( vSI ), 0 );
 vSI.cb:= SizeOf( vSI );
 vSI.dwFlags:= STARTF_USESTDHANDLES;
 vSI.hStdInput:= GetStdHandle( STD_INPUT_HANDLE );
 if vSI.hStdInput= INVALID_HANDLE_VALUE then begin
 result:= 02ドル; // GetLastError() for more details
 goto Finish;
 end;
 vSI.hStdOutput:= hWrite;
 vSI.hStdError:= hWrite;
 // Create process via command line only
 sCmd:= sCmd+ #0; // PWideChar must be NULL terminated
 GetMem( pCmd, 32000 ); // CreateProcessW() expects a writable parameter
 CopyMemory( @pCmd[0], @sCmd[1], Length( sCmd )* 2 ); // Copy bytes from Widestring to PWideChar
 if not CreateProcessW( nil, pCmd, nil, nil, TRUE, 0, nil, nil, vSI, vPI ) then begin
 result:= 04ドル; // GetLastError() for more details
 goto Finish;
 end;
 // Closing write handle of pipe, otherwise reading will block
 if not CloseHandle( hWrite ) then result:= result or 10ドル; // GetLastError() for more details
 hWrite:= 0;
 // Read all console output
 GetMem( pBuf, BUFLEN );
 try
 repeat
 bRead:= ReadFile( hRead, pBuf^, BUFLEN- 2, iRead, nil ); // Leave 2 bytes for NULL terminating WideChar
 if (bRead) and (iRead> 0) then begin
 pBuf[iRead div 2]:= #0; // Last character is NULL
 sOut:= sOut+ pBuf; // Add to overall output
 end;
 until (not bRead) or (iRead= 0);
 finally
 // Release process handles
 if not CloseHandle( vPI.hThread ) then result:= result or 20ドル; // GetLastError() for more details
 if not CloseHandle( vPI.hProcess ) then result:= result or 40ドル; // GetLastError() for more details;
 end;
 FreeMem( pBuf );
Finish:
 // Pipe must always be released
 if hWrite<> 0 then begin
 if not CloseHandle( hWrite ) then result:= result or 80ドル; // GetLastError() for more details
 end;
 if not CloseHandle( hRead ) then result:= result or 100ドル; // GetLastError() for more details
end;
procedure TForm1.Button1Click(Sender: TObject);
var
 sOut: Widestring;
begin
 if GetCmdOutput( 'cmd.exe /U /C dir /B M:\IN\*', sOut )<> 0 then Caption:= 'Error(s) occurred!';
 TntMemo1.Text:= sOut;
end;

It should also compile for newer Delphi versions. DOS never existed in Windows NT, the "black" window is not DOS.

function StringToWideString
( p: PAnsiChar // Source to convert
; iLenSrc: Integer // Source's length
; iSrcCodePage: DWord= CP_UTF8 // Source codepage
): WideString; // Target is UTF-16
var
 iLenDest: Integer;
begin
 iLenDest:= MultiByteToWideChar( iSrcCodePage, 0, p, iLenSrc, nil, 0 );
 SetLength( result, iLenDest );
 if iLenDest> 0 then // Otherwise we get ERROR_INVALID_PARAMETER
 if MultiByteToWideChar( iSrcCodePage, 0, p, iLenSrc, PWideChar(result), iLenDest )= 0 then begin
 result:= '';
 end;
end;
function GetCmdOutput
( sCmd: Widestring // Command line for process creation
; out sOut: Widestring // Expected console output
; bExpectUtf8: Boolean // Does the text make no sense? Then set this to TRUE.
): Word; // Flag wise error indicator
const
 BUFLEN= 50000ドル; // 50* 1024= 51200
var
 vSA: TSecurityAttributes; // For pipe creation
 vSI: TStartupInfo; // To indicate pipe usage
 vPI: TProcessInformation; // To later close handles
 hRead, hWrite: THandle; // Pipe
 bRead: Boolean; // Was ReadFile() successful?
 iRead: Cardinal; // How many bytes were read by ReadFile()?
 pWide, pCmd: PWideChar; // Read buffer in UTF-16; Command line for process creation
 pAnsi: PAnsiChar; // Read buffer in UTF-8
 pBuf: Pointer; // Read buffer in general, either ANSI or WIDE
label
 Finish;
begin
 // No error occurred yet, no output so far
 result:= 0;
 sOut:= '';
 // Creating 1 pipe with 2 handles: one for reading, other for writing
 vSA.nLength:= SizeOf( vSA );
 vSA.bInheritHandle:= TRUE;
 vSA.lpSecurityDescriptor:= nil;
 if not CreatePipe( hRead, hWrite, @vSA, 0 ) then begin
 result:= 01ドル; // GetLastError() for more details
 exit;
 end;
 // Prepare pipe usage when creating process
 FillChar( vSI, SizeOf( vSI ), 0 );
 vSI.cb:= SizeOf( vSI );
 vSI.dwFlags:= STARTF_USESTDHANDLES;
 vSI.hStdInput:= GetStdHandle( STD_INPUT_HANDLE );
 if vSI.hStdInput= INVALID_HANDLE_VALUE then begin
 result:= 02ドル; // GetLastError() for more details
 goto Finish;
 end;
 vSI.hStdOutput:= hWrite;
 vSI.hStdError:= hWrite;
 // Create process via command line only
 sCmd:= sCmd+ #0; // PWideChar must be NULL terminated
 GetMem( pCmd, 32000 ); // CreateProcessW() expects a writable parameter
 CopyMemory( @pCmd[0], @sCmd[1], Length( sCmd )* 2 ); // Copy bytes from Widestring to PWideChar
 if not CreateProcessW( nil, pCmd, nil, nil, TRUE, 0, nil, nil, vSI, vPI ) then begin
 result:= 04ドル; // GetLastError() for more details
 goto Finish;
 end;
 // Closing write handle of pipe, otherwise reading will block
 if not CloseHandle( hWrite ) then result:= result or 10ドル; // GetLastError() for more details
 hWrite:= 0;
 // Read all console output
 GetMem( pBuf, BUFLEN );
 try
 repeat
 bRead:= ReadFile( hRead, pBuf^, BUFLEN- 1, iRead, nil ); // Leave 2 bytes for NULL terminating WideChar
 if (bRead) and (iRead> 0) then begin
 if bExpectUtf8 then begin
 pAnsi:= pBuf;
 pAnsi[iRead]:= #0;
 sOut:= sOut+ StringToWideString( pAnsi, iRead ); // Convert UTF-8 into UTF-16
 end else begin
  pWide:= pBuf;
 pWide[iRead div 2]:= #0; // Last character is NULL
 sOut:= sOut+ pWide; // Add to overall output
 end;
 end;
 until (not bRead) or (iRead= 0);
 finally
 // Release process handles
 if not CloseHandle( vPI.hThread ) then result:= result or 20ドル; // GetLastError() for more details
 if not CloseHandle( vPI.hProcess ) then result:= result or 40ドル; // GetLastError() for more details;
 end;
 FreeMem( pBuf );
Finish:
 // Pipe must always be released
 if hWrite<> 0 then begin
 if not CloseHandle( hWrite ) then result:= result or 80ドル; // GetLastError() for more details
 end;
 if not CloseHandle( hRead ) then result:= result or 100ドル; // GetLastError() for more details
end;
procedure TForm1.Button1Click(Sender: TObject);
var
 sOut: Widestring;
 bUtf8: Boolean;
begin
 // In theory this should turn TRUE for you and FALSE for me.
 // If it doesn't work, of course, try setting it hardcoded to either TRUE or FALSE.
 bUtf8:= GetACP()= CP_UTF8;
 if GetCmdOutput( 'cmd.exe /U /C dir /B M:\IN\*' // What should be executed?
 , sOut // Retrieving the output
 , bUtf8 // Will the output be UTF-16 or UTF-8?
  )<> 0 then Caption:= 'Error(s) occurred!';
 TntMemo1.Text:= sOut;
end;

It should also compile for newer Delphi versions. However, if your Windows system's default codepage or your process is set to always use UTF-8 in API calls, you have to call my function with TRUE instead of FALSE as third parameter - that's why I must check the active codepage (ACP) first.

DOS never existed in Windows NT, the "black" window is not DOS.