Use a subrange of [\u0000-\uFFFF] for what you want.
You can also use the re.UNICODE compile flag. The docs say that if UNICODE is set, \w will match the characters [0-9_] plus whatever is classified as alphanumeric in the Unicode character properties database.
See also http://coding.derkeiler.com/Archive/Python/comp.lang.python/2004-05/2560.html.