Credits for bugreport and additional information to Matej Rehak:

I get correct national characters only if using the "Huge" size in uxterm, 
other sizes are messed up. I can also force uxterm to use other font at 
startup, so that the startup font/charset is correct, too:

uxterm -fn '-misc-fixed-medium-r-semicondensed-*-*-120-*-*-*-*-iso10646-1'

But as I've written in my previous mail - gvim has no font/charset problems 
(with default font). gmplayer with default font (Sans) displays (in subtitles) 
'_' instead of national characters (but it displays correct vowels áéíóúý, 
which are part of ISO-8859-1), but when setting its font to "DeJaVu Sans", the 
problem is solved :-)

I've simply written all Slovak/Czech characters (small & capital) in 3 lines:
1: small letters - stripped diacritics
2: small letters with diacritics
3: capital letters with diacritics
It's in UTF-8 encoding, UNIX line breaks.
I've also included a screenshot - how should it look like in text
editor -- try vim in uxterm, different uxterm font sizes.