As far as i know, Zend_Search_Lucene supports UTF-8 so you should make sure that you index your data as UTF-8 data and convert it (when neccasry) from the correct encoding.

You could look in Luke (a java program which is a admin tool to mange your index) to your index if there all characters are okay to decide it's a Zend_Lucene problem.

Hope this wil help you