mysql> SELECT 'John Doe' as 'Джон Доу';
+-----------------+
| Джон Доу |
+-----------------+
| John Doe        |
+-----------------+
1 row in set (0.00 sec)
 
mysql> set NAMES utf8;
Query OK, 0 rows affected (0.00 sec)
 
mysql> SELECT 'John Doe' as 'Джон Доу';
+-----------------+
| Джон Доу |
+-----------------+
| John Doe        |
+-----------------+
1 row in set (0.00 sec)  | 
mysql> SELECT 'John Doe' as 'Джон Доу';
+-----------------+
| Джон Доу |
+-----------------+
| John Doe        |
+-----------------+
1 row in set (0.00 sec)
mysql> set NAMES utf8;
Query OK, 0 rows affected (0.00 sec)
mysql> SELECT 'John Doe' as 'Джон Доу';
+-----------------+
| Джон Доу |
+-----------------+
| John Doe        |
+-----------------+
1 row in set (0.00 sec)
 
Как видим set NAMES utf8 не помог. оказывается это старая проблема.
# mysql --default-character-set=utf8
 
mysql> SELECT 'John Doe' as 'Джон Доу';
+-----------------+
| Джон Доу        |
+-----------------+
| John Doe        |
+-----------------+
1 row in set (0.00 sec)  | 
# mysql --default-character-set=utf8
mysql> SELECT 'John Doe' as 'Джон Доу';
+-----------------+
| Джон Доу        |
+-----------------+
| John Doe        |
+-----------------+
1 row in set (0.00 sec)
 
создаем конфиг для клиента
# cat ~/.my.cnf
[client]
default-character-set=utf8  | 
# cat ~/.my.cnf
[client]
default-character-set=utf8