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

• "
• *
• /
• :
• <
• >
• ?
• \
• |