This starts by displaying common code pages, and then follows with an exhaustive list of "all" Unicode Code Points — whether or not Kindle supports them — so one can see CJK (Chinese-Japanese-Korean) and other code points. Still no Hebrew, no Arabic, for example.
Just to be clear about this: I do not believe any of the current crop of Amazon Kindle emulators, "Kindle Previewer", "Kindle for PC", "Kindle for Android" etc accurately emulate the glyph points actually in existance on any particular Kindle hardware device. Be sure to load the above file on a real, actual Kindle hardware device in order to see what glyph points that particular hardware device actually supports! If a Kindle doesn't support a particular code point, then you will see a rectangle with a question mark in it that looks something like [?] -- just to state the obvious! (We pronounce these unsupported glyph rectangles the "Huh?" glyph.)
Updated List of Unicode characters supported as of Jan 2010
A Range Test of Unicode Glyphs to test which Kindle will Display -- compiled via Calibre
A Range Demo of Unicode Glyphs to list those which Kindle will Display -- compiled via Calibre
A List of Unicode Glyphs to see which Kindle will Display -- compiled via Mobipocket Creator
I made these Unicode tests files for Kindle to test which Unicode Glyphs it can display. If Kindle doesn't support a character it might "fake it" by substitute a character that the Kindle designers decided "looks similar."
If it doesn't even have a character that "looks similar" it displays a little [?] "Huh?" character instead. The answer is that Kindle 1.2 and 2.0 "more or less" supports the "Latin" code points below U+0250 plus most important "Greek" plus an odd assortment of high geometric symbols. Also now supports the "all important" poker symbols! Doesn't support hardly anything above that. No Hebrew -- which would have been nice! No Asian, No Eastern European.
You can also open the MOBI file from your desktop using the Mobipocket Reader and see that the test file actually implements this test correctly -- under Vista for example the Glyphs actually show up for the most part -- unlike Kindle where mainly only less than U+0250 shows up.