PDF docs can be problematic in general, it could be the pdf. Doc format is not supported - you need to save doc as 'filtered html' from Microsoft Word, and then import the html file to Calibre. I'm not sure what encoding Word uses by default, but if it lets you choose make sure you choose UTF-8.
I'm not certain of the current state of RTF conversion - historically non-ascii wasn't supported, but there has been a lot of work to support unicode for RTF input recently - so this may be a bug or it may be un-supported, someone else may be able to better comment. A workaround you could try is to open the RTF with Microsoft Word, save it as Filtered HTML, and then import the html to Calibre.
Lastly, do the books look ok in Calibre's viewer after converting them? I'm no expert on what the Kindle supports, but it's possible it doesn't support these characters.
You may want to check this link to see what's supported on the Kindle:
http://www.freekindlebooks.org/Unicode/unicode.html
If the characters are supported on Kindle, and you've followed all the steps above, there may be a bug, you can open a bug with an example at bugs.calibre-ebook.com.