> Who's filenames aren't unicode?

Many filesystems don't support unicode or support only a subset of it:

https://en.wikipedia.org/wiki/Filename#Comparison_of_filenam...

> Also domains and URLs can be unicode too.

Domains: it depends at which level you are dealing with them. See https://en.wikipedia.org/wiki/Internationalized_domain_name

    Internationalized domain names are stored in the Domain 
    Name System as ASCII strings using Punycode transcription. 

URLs: Unicode characters are not allowed in URLs. See http://www.faqs.org/rfcs/rfc1738.html and http://www.blooberry.com/indexdot/html/topics/urlencoding.ht...

    only alphanumerics, the special characters "$-_.+!*'(),", and
    reserved characters used for their reserved purposes may be used
    unencoded within a URL.

exists in DNS as xn--ebkur-tra.is