As ΤΖΩΤΖΙΟΥ and starbuck mentioned, the problem is with the console code page which is in your case 866 (in Russian localization of windows) and not 1251. Just run chcp
in console.
The problem is the same as when you want output unicode to Windows console. Unfortunatelly you will need at least to reqister and alias for unicode as 'cp866' in encodings\aliases.py (or do it programmatically on script start) and change the code page of the console to 65001 before running the notepad and setting it back afterwards.
chcp 65001 & c:\WINDOWS\notepad.exe nèw.txt & chcp 866
By the way, to be able to run the command in console and see the filename correctly, you will need to change the console font to Lucida Console in console window properties.
It might be even worse: you will need to change the code page of the current process. To do that, you will need either run chcp 65001 right before the script start or use pywin32 to do it within the script.