I'm not sure (I'm not a windows user), but it wouldn't surprise me if people could put asterisk, question mark, vertical bar and angle-bracket characters in file or directory names, as well.

Actually you can't use any of the following characters in a Windows filename:
\ / : * ? " < > |
(using the Windows Explorer interface, anyway)

From the command line, Windows ignores special characters in a file name for some operations, and provides a strange error otherwise. For example, if I use the copy con foo*bar command, I'll end up with a file named foobar. But if I try using the ren foobar ba*z I get a filename with a seemingly random alphanumeric value. In my first trial run I got a file named "baoz", the second time it was "baqz". Windows provides an error anytime I use a : in the filename ("A duplicate file exists, or the file cannot be found" even in an otherwise empty directory).

All in all I wouldn't be surprised to see oddball characters in any file name, no matter which OS you're using. But it seems some OSs are more prone than others.