I know that / is illegal in Linux, and the following are illegal in Windows
(I think) * . \" / \\ [
Though the only illegal Unix chars might be / and NULL, although some consideration for command line interpretation should be included.
For example, while it might be legal to name a file 1>&2 or 2>&1 in Unix, file names such as this might be misinterpreted when used on a command line.
Similarly it might be possible to name a file $PATH, but when trying to access it from the command line, the shell will translate $PATH to its variable value.