Pretty much the only characters not allowed in pathnames are # and ? as they signify the end of the path.
The uri rfc will have the definative answer:
http://www.ietf.org/rfc/rfc1738.txt
Unsafe:
Characters can be unsafe for a number of reasons. The space
character is unsafe because significant spaces may disappear and
insignificant spaces may be introduced when URLs are transcribed or
typeset or subjected to the treatment of word-processing programs.
The characters "<" and ">" are unsafe because they are used as the
delimiters around URLs in free text; the quote mark (""") is used to
delimit URLs in some systems. The character "#" is unsafe and should
always be encoded because it is used in World Wide Web and in other
systems to delimit a URL from a fragment/anchor identifier that might
follow it. The character "%" is unsafe because it is used for
encodings of other characters. Other characters are unsafe because
gateways and other transport agents are known to sometimes modify
such characters. These characters are "{", "}", "|", "\", "^", "~",
"[", "]", and "`".
All unsafe characters must always be encoded within a URL. For
example, the character "#" must be encoded within URLs even in
systems that do not normally deal with fragment or anchor
identifiers, so that if the URL is copied into another system that
does use them, it will not be necessary to change the URL encoding.
The answer is that they should be hex encoded, but knowing postel's law, most things will accept them verbatim.