\u043C\u0430\u0442\u044C


Пример 1:
$str='\u043C\u0430\u0442\u044C';
echo html_entity_decode(str_replace('\u','&#x',$str), ENT_NOQUOTES,'UTF-8');


Пример 2:
function decodeUnicode($s, $output = 'utf-8')
{
return preg_replace_callback('#\\\\u([a-fA-F0-9]{4})#', function ($m) use ($output) {
return iconv('ucs-2be', $output, pack('H*', $m[1]));
}, $s);
}

echo decodeUnicode('\u0410\u0411\u0412\u0413', 'windows-1251');