Cyrillic symbols in SQL code are not correctly after insert
You have to add N prefix before your string.
When you implicitly declare a string variable it is treated as varchar by default. Adding prefix N denotes that the subsequent string is in Unicode (nvarchar).
INSERT INTO Assembly VALUES(N'Македонски парлиамент број 1','','');
Here is some reading:
http://databases.aspfaq.com/general/why-do-some-sql-strings-have-an-n-prefix.html
I'm not sure if you are doing a static stored procedure or scripting, but maybe the text is not being encoded properly when you save it to disk. I ran into this, and my problem was solved in PowerShell by correcting the encoding of the SQL that I saved to disk for osql processing:
Out-File -FilePath "MyFile.sql" -InputObject $MyRussianSQL -Encoding "Unicode" -Force; & osql -U myuser -P password -i "MyFile.sql";