It works as expected on Japanese (assuming I have the folder こんにちは containing the file 世界.xls):
Python 2.6.6 (r266:84292, Dec 26 2010, 22:31:48)
[GCC 4.4.5] on linux2
Type "help", "copyright", "credits" or "license" for more information.
>>> import os
>>> fullpath = os.path.join("こんにちは","世界.*")
>>> import glob
>>> for fn in glob.glob(fullpath):
... print fn
...
こんにちは/世界.xls
You shouldn't have any difficulties in Hebrew. The only problem would be if your filesystem does not support UTF-8 for file names...