What steps will reproduce the problem?
1. Define a key on your keyboard to produce "–", e.g. the Print-Key:
   xmodmap -e "keysym Print = endash"
2. Run "vim -N -u NONE -U NONE -i NONE"
3. :nmap – i
4. Try to enter insert mode by pressing "–" (i.e. the remapped Print-Key from 
above).

What is the expected output? What do you see instead?

You should enter insert mode, instead nothing happens.

What version of the product are you using? On what operating system?

$ vim --version
VIM - Vi IMproved 7.4 (2013 Aug 10, compiled Aug 13 2013 20:48:15)
Compiled by Arch Linux
Huge version with GTK2 GUI.  Features included (+) or not (-):
+arabic          +file_in_path    +mouse_sgr       +tag_binary
+autocmd         +find_in_path    -mouse_sysmouse  +tag_old_static
+balloon_eval    +float           +mouse_urxvt     -tag_any_white
+browse          +folding         +mouse_xterm     -tcl
++builtin_terms  -footer          +multi_byte      +terminfo
+byte_offset     +fork()          +multi_lang      +termresponse
+cindent         +gettext         -mzscheme        +textobjects
+clientserver    -hangul_input    +netbeans_intg   +title
+clipboard       +iconv           +path_extra      +toolbar
+cmdline_compl   +insert_expand   +perl            +user_commands
+cmdline_hist    +jumplist        +persistent_undo +vertsplit
+cmdline_info    +keymap          +postscript      +virtualedit
+comments        +langmap         +printer         +visual
+conceal         +libcall         +profile         +visualextra
+cryptv          +linebreak       +python          +viminfo
+cscope          +lispindent      -python3         +vreplace
+cursorbind      +listcmds        +quickfix        +wildignore
+cursorshape     +localmap        +reltime         +wildmenu
+dialog_con_gui  +lua             +rightleft       +windows
+diff            +menu            +ruby            +writebackup
+digraphs        +mksession       +scrollbind      +X11
+dnd             +modify_fname    +signs           -xfontset
-ebcdic          +mouse           +smartindent     +xim
+emacs_tags      +mouseshape      -sniff           +xsmp_interact
+eval            +mouse_dec       +startuptime     +xterm_clipboard
+ex_extra        +mouse_gpm       +statusline      -xterm_save
+extra_search    -mouse_jsbterm   -sun_workshop    
+farsi           +mouse_netterm   +syntax          
   system vimrc file: "/etc/vimrc"
     user vimrc file: "$HOME/.vimrc"
 2nd user vimrc file: "~/.vim/vimrc"
      user exrc file: "$HOME/.exrc"
  system gvimrc file: "/etc/gvimrc"
    user gvimrc file: "$HOME/.gvimrc"
2nd user gvimrc file: "~/.vim/gvimrc"
    system menu file: "$VIMRUNTIME/menu.vim"
  fall-back for $VIM: "/usr/share/vim"
Compilation: gcc -c -I. -Iproto -DHAVE_CONFIG_H -DFEAT_GUI_GTK  -pthread 
-I/usr/include/gtk-2.0 -I/usr/lib/gtk-2.0/include -I/usr/include/pango-1.0 
-I/usr/include/atk-1.0 -I/usr/include/cairo -I/usr/include/pixman-1 
-I/usr/include/libdrm -I/usr/include/libpng16 -I/usr/include/gdk-pixbuf-2.0 
-I/usr/include/libpng16 -I/usr/include/pango-1.0 -I/usr/include/harfbuzz 
-I/usr/include/pango-1.0 -I/usr/include/glib-2.0 -I/usr/lib/glib-2.0/include 
-I/usr/include/freetype2  -D_FORTIFY_SOURCE=2 -I/usr/local/include  
-march=x86-64 -mtune=generic -O2 -pipe -fstack-protector 
--param=ssp-buffer-size=4 -U_FORTIFY_SOURCE -D_FORTIFY_SOURCE=1      
Linking: gcc   -L. -Wl,-O1,--sort-common,--as-needed,-z,relro -fstack-protector 
-rdynamic -Wl,-export-dynamic -Wl,-E -Wl,-rpath,/usr/lib/perl5/core_perl/CORE  
-Wl,-O1,--sort-common,--as-needed,-z,relro -L/usr/local/lib -Wl,--as-needed -o 
vim   -lgtk-x11-2.0 -lgdk-x11-2.0 -lpangocairo-1.0 -latk-1.0 -lcairo 
-lgdk_pixbuf-2.0 -lgio-2.0 -lpangoft2-1.0 -lpango-1.0 -lgobject-2.0 -lglib-2.0 
-lfreetype -lfontconfig  -lSM -lICE -lXt -lX11 -lXdmcp -lSM -lICE  -lm 
-lncurses -lnsl   -lacl -lattr -lgpm -ldl  -L/usr/lib -llua -Wl,-E 
-Wl,-rpath,/usr/lib/perl5/core_perl/CORE 
-Wl,-O1,--sort-common,--as-needed,-z,relro -fstack-protector -L/usr/local/lib  
-L/usr/lib/perl5/core_perl/CORE -lperl -lnsl -ldl -lm -lcrypt -lutil -lpthread 
-lc -L/usr/lib/python2.7/config -lpython2.7 -lpthread -ldl -lutil -lm -Xlinker 
-export-dynamic   -lruby -lpthread -lrt -ldl -lcrypt -lm  -L/usr/lib   

Please provide any additional information below.

The problematic character is "–" (U+2013, "EN DASH").

It does work, when the lefthandside of the mapping contains something else as 
the first character: "nmap 0– i" makes you enter insert mode when entering 
0–.

Mapping other unicode characters has always worked fine, e.g. "nmap ¿ i" makes 
¿ enter insert mode.