I have installed WordPress locally on WampServer for testing purposes. I discovered that when I changed the permalinks structure to reflect post title (the title is in my native language ‘Urdu’), and requested the following page in browser
http://localhost/blog/طوفان-اور-سیاست-دان/
it returned a 404 error which said
The requested URL /blog/Ø·ÙˆÙØ§Ù†-اور-سیاست-دان/ was not found on this server.
I am using WampServer 2.2 and WordPress 3.4.
Since many PCs don’t have an Urdu font installed, here is the image of first address for you.

The English translation for urdu part is “Storm-and-politicians” . Urdu, unlike English, is written from right to left.
How can I configure my local web server to accept web adresses in Urdu? Many sites including the Urdu wikipedia use this scheme.
How to learn more about this problem:
Each time you see apache giving you a not-found message, you will find an according entry in the error log of your webserver. It contains more information what happens behind the scenes.
For example you will see a message similar to this one:
This is useful because it allows you to see the binary sequence the apache webserver uses to query your file-system for the file.
You can turn this into a PHP string to decipher it:
Depending in which encoding you view this output, it can look like the following:
Apart from having this looking differently, the question is why does the webserver not find this file?
As you write you use wordpress, you probably just have missed to enable these type of URLs, in WordPress jargon those are called “Pretty” permalinksCodex.