\u doesn't work in HTML. See http://www.fileformat.info/info/unicode/char/0915/index.htm
As for actually supporting Hindi.. I'm not sure. I guess you could try but I have a feeling it's not going to work. Looking at http://en.wikipedia.org/wiki/Devan%C4%81gar%C4%AB#Devan.C4.81gar.C4.AB_in_Unicode, it seems that Unicode does not have separate glyphs for all devanagari characters, which means that they would have to be dynamically constructed from two or more available glyphs. Cufón doesn't support that.
Simo
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