Quoting from the JavaDoc of java.util.regex.Pattern.
Unicode support
This class is in conformance with
  Level 1 of Unicode Technical Standard #18: Unicode Regular Expression Guidelines, plus RL2.1 Canonical Equivalents.
Unicode escape sequences such as
  \u2014 in Java source code are
  processed as described in §3.3 of the
  Java Language Specification. Such
  escape sequences are also implemented
  directly by the regular-expression
  parser so that Unicode escapes can be
  used in expressions that are read from
  files or from the keyboard. Thus the
  strings "\u2014" and "\\u2014", while
  not equal, compile into the same
  pattern, which matches the character
  with hexadecimal value 0x2014.
Unicode blocks and categories are
  written with the \p and \P constructs
  as in Perl. \p{prop} matches if the
  input has the property prop, while
  \P{prop} does not match if the input
  has that property. Blocks are
  specified with the prefix In, as in
  InMongolian. Categories may be
  specified with the optional prefix Is:
  Both \p{L} and \p{IsL} denote the
  category of Unicode letters. Blocks
  and categories can be used both inside
  and outside of a character class.
The supported categories are those of
  The Unicode Standard in the version
  specified by the Character class. The
  category names are those defined in
  the Standard, both normative and
  informative. The block names supported
  by Pattern are the valid block names
  accepted and defined by
  UnicodeBlock.forName.