Dmitry,
Have you considered the ENCODING= data set option?
The value for ENCODING= indicates that the SAS data set has a different encoding from the current session encoding. When you read data from a data set, SAS transcodes the data from the specified encoding to the session encoding. When you write data to a data set, SAS transcodes the data from the session encoding to the specified encoding.
Depending on your data sets or raw files, other ENCODING= options might be more appropriate.
Good luck,
Kevin