[justsomehnguy]

NTFS itself has not that many forbidden characters (though ':' is one of them, it denotes alternate stream).

What people think about those CON, PRN, AUX, NUL etc are not filesystem limitation.

And while we are here - nor backslash, nor forward slash are used in NTFS. It can care less about what char do you use for a directory separator. Just be sure to update your APIs.

[nxobject]

NTFS on non-Windows systems aside, I wonder whether there are any "pure NT" environments you can access in Windows where you can create and use these folders.

[tenebrisalietum]

You can do some stuff under Cygwin that's bothersome under explorer.exe, like delete files with really long pathnames.

[bombcar]

You just need to come in below whatever layer notices them. I'm sure they've been used to smuggle viruses in, so the layer that blocks them may get lower and lower.