Does this now also work for you?

Yes. Thank you.

A test program compiled with MinGW under Windows gives the same result - CP866.
I used just 'gcc console.c' and ran a.exe in MinGW Shell.

I copied some text output from console to Notepad.exe (standard Windows program).
Look first line in gpg-consoleoutput-unicode.txt

Rather strange error:

According to libiconv documentation, it recognizes CP866 as legal charset name.
http://www.gnu.org/s/libiconv/

Ok, I wrote a small test program in Visual C:

I wrote a small test program for .Net to see what is console charset:

But why is it unreadable? I see Cyrillic letters (gpgconsole.jpg) but this is
not Russian text!