In practice, you don’t really need a special font to render these type of characters. You can use any sprite font just as you would for displaying basic ASCII characters. For example the ones available for free from Microsoft such as Segoe UI Mono, Andy, Miramonte, etc.
For a complete list, and to download those free font files click here: Redistributable Font Pack
The key is specifying the different character regions in the <CharacterRegions> section of the spritefont xml file, or the individual characters that you want to display.
For a list of the different regions click Unicode 6.0 Character Code Charts
Now, there are two more important things: one is to specify a default character by setting the DefaultCharacter section of the spritefont xml file, to avoid exceptions when you try to display a character that is not on your defined regions like this:
And second, some international languages like Japanese and Korean can have thousands of different characters, so including so many characters can be very inefficient or increase the size of your game.