The reason I think that maybe Æ should qualify is that it's not entirely unlikely to occur in immigrants' names anyway (or at least the lower case version). There are systems for transforming such characters to something that appears in passports - my own name has an umlaut, and I've obviously got a passport. I'm not American, so my passport is of course not issued in USA, but I suspect few countries would see a name diversity as great as USA so it can't be a new problem for the authorities there.