Here's my ajax call:
    $.ajax({
        url : hostGlobal + "site/modulos/prefeitura/acoes-jquery.php",
        type: "POST",
        dataType : "JSON",
        data: {
            acao: "filtrarCidades",
            estado_id: $(".estados:chosen").val()
        },
        success: function(json) {
            console.log("worked");
            $(".cidades").html('');
            var options = "<option value=\"\"></option>";
            $.each(json, function(key, value) {
               options += '<option value="' + key + '">' + value + '</option>';
            });
            $(".cidades").html(options);
            if (!filterThroughCEP) { 
                $(".cidades").trigger("chosen:updated"); 
            }
        },
        error: function(e) {   
            console.log(e.responseText);
        }
    });
Here's the php action:
if ($acao == 'filtrarCidades') {
    $estado_id = $_POST['estado_id'];
    $cidade->where = "estado_id = '".$_POST['estado_id']."'"; 
    $cidade->LoadFromDB();
    for ($c=0; $c<count($cidade->itens); $c++) {
        $cidades[$cidade->itens[$c]->id] = $cidade->itens[$c]->nome;
    }
    echo json_encode($cidades);
    die();
}
json_encode($cidades) is valid json data (UTF8), here's one example using debug:
{"1778":"Bras\u00edlia"}
This {"1778":"Bras\u00edlia"} goes as e.responseText (Error), even with Status OK, and the URL is on the same domain (No need for JSONP). I have no idea why I can't reach success.
EDIT: I've set the contentType:
contentType: "application/json",
And the call still can't "reach" success. Here's the third error argument:
SyntaxError: Unexpected token 
    at parse (native)
    at ajaxConvert (http://localhost/sisconbr-sistema-novo/site/visual/js/jquery.js:7608:19)
    at done (http://localhost/sisconbr-sistema-novo/site/visual/js/jquery.js:7363:15)
    at XMLHttpRequest.<anonymous> (http://localhost/sisconbr-sistema-novo/site/visual/js/jquery.js:7835:9)
It is indeed related to unicode characters inside the strings that come from the database.
EDIT2: I wrote the whole thing again, and now it's clearer:
function getCitiesByState() {
    $.ajax({
        url : hostGlobal + "site/estrutura/ajax.php",
        type: "POST",
        dataType : "text",
        data: {
            action: "getCitiesByState",
            state_id: $(".estados option:selected").val()
        },
        success: function(json, textStatus, jqXHR) {
            console.log($.parseJSON(json));
        },
        error: function(jqXHR, textStatus, errorThrown) {
            console.log(errorThrown); 
        }
    });
}
PHP:
if ($_POST["action"] == "getCitiesByState") {
    $cities = getResults("SELECT * FROM tbl_cidades WHERE estado_id = ".$_POST["state_id"]);
    echo json_encode($cities, JSON_UNESCAPED_UNICODE);
    die();
}
Output:
[{"id":"1778","estado_id":"7","nome":"Brasília","cep":"","loc_no_abrev":"Brasília"}]
Error:
Uncaught SyntaxError: Unexpected token 
 
     
    