Various fonts provided with OS X have the necessary characters so they can be used for multiple languages. For example, Arial can do English, Greek, Russian, Hebrew, and Arabic. But Apple also provides a number of specialized fonts that are really only intended for one script. Some have no Latin characters at all, and it is often best not to use those that do include Latin for pure Latin text.
Such specialized fonts exist for Arabic, Armenian, Cherokee, Chinese, Cyrillic, Ethiopic, Hebrew, Indic Scripts, Japanese, Khmer, Korean, Lao, Myanmar, Thai, Tibetan, and UCAS. You can see a rough list of them at this page.