Make sure you're using a compatible font. My problem was that inconsolata-g does not support the utf-8 characters in my document.
also, this was all I needed in my gvimrc:
set enc=utf-8
set fileencoding=utf-8
set fileencodings=ucs-bom,utf8,prc
set guifont=Monaco:h14
set guifontwide=NSimsun:h14