Special letter behaviour problem? I asked question in very blurry manner because I cannot explain in short sentence what is my problem about.

In general I have a set of procedures which transforms text and XML. Inside the procedures I have a lot of NVARCHAR and XML variables and a table with XML column. Inside my data I have special letters (for example ò). When I run all the code the special character disappears and is visible as ? - which mean that I got VARCHAR instead of NVARCHAR.

In general I got everything ok until the final steps. I got EXEC which call stored procedure with ad hoc constructed variable of type NVARCHAR. I have into a table which contains XML field. In this case I got ?. If I run procedure manually (not in EXEC INTO) I got proper symbol.

Any ideas why this happens? 
I checked all variables and they are NVARCHAR.
The question is a bit vague, but typically when you have Unicode characters and you end up with question marks or boxes, the problem is actually relatively simple. When you declare a Unicode string with 'single quotes', you need to prefix them with an N''. N stands for national, not nvarchar (admittedly, a U prefix - for Unicode -  would have made more sense).

Compare:

SELECT Prefix = N'', NoPrefix = '';


Results:

Prefix      NoPrefix
------      --------
           ??