Note : this page often uses "Unix" for non-Windows systems, because Mac OS and Linux are both Unix-based systems. And the Web standard also originated on Unix systems, so for example, it's path separator is the same "/".

• / in Unix and on the web. Windows also accpts it in some contexts, but sometimes not.
• \ in Windows. But it's an escape character in Unix.
• : was used in the old Mac OS up to version 9. See the Mac : / confusion below.

• \ Unix escape
• ^ Windows cmd.exe escape
• ` Windows PowerShell escape

(see also https://en.wikipedia.org/wiki/Escape_character)

The Windows Powershell (v. 2 in Win7) has a function `GetInvalidFileNameChars()` :

[System.IO.Path]::GetInvalidFileNameChars() | ForEach-Object {$i=[int]$_; '{0,3}  {1:X2}  {2}' -f $i,$i,$_ } | Sort-Object
  0  00
  1  01  ☺
  2  02  ☻
  3  03  ♥
  4  04  ♦
  5  05  ♣
  6  06  ♠
  7  07
  8  08
  9  09
 10  0A

 11  0B  ♂
 12  0C  ♀
 13  0D
 14  0E  ♫
 15  0F  ☼
 16  10  ►
 17  11  ◄
 18  12  ↕
 19  13  ‼
 20  14  ¶
 21  15  §
 22  16  ▬
 23  17  ↨
 24  18  ↑
 25  19  ↓
 26  1A  →
 27  1B  ←
 28  1C  ∟
 29  1D  ↔
 30  1E  ▲
 31  1F  ▼
 34  22  "
 42  2A  *
 47  2F  /
 58  3A  :
 60  3C  <
 62  3E  >
 63  3F  ?
 92  5C  \
124  7C  |

So it lists the obvious control characters 0 to 31 (x00-x1F), plus

• "
• *
• /
• :
• <
• >
• ?
• \
• |

• space at the end of a file or directory name is ignored/removed by Windows. It is OK in Unix, but obviously a problem because it's invisible.
• . dot at the end of a file or directory name is ignored/removed by Windows.
• . dot at the start of a file or directory name makes it "hidden" in Unix. It will not show in normal directory listings and file managers.

Mac OS in the eighties and nineties (up to version 9) was not a Unix-based system, and used ":" as a path separator. "/" had no special meaning for Macs, so it was accepted in file names like "report 25/3/1992".

When Mac replaced it's OS with Unix, "/" became an invalid character in file names, but on the other hand, ":" was now a perfectly normal character. So it decided to silently replace all "/" with ":", and made it's graphical interface handle the translation invisibly. So you can still see this "report 25/3/1992" file in the Finder, and you can have the impression that you can still write a file named "report 25/12/2019". However, the real file name in the file system will be "report 25:3:1992", and some Mac programs will only see the real file name and not "translate" it on the fly.