Headings (h1, h2, and h3 by default) can be dynamically replaced in the Ocean Theme with custom non-standard fonts by setting the CSS class "cufon" on them. Cufón will then repace the text with an anti-aliased Aurulent Sans Bold, but you can use whatever you like as long as you respect the fon't license (which is a minefield).
In TinyMCE this should appear in the Styles drop-down menu as the first option. I would suggest setting it on a heading by using the HTML tag selector on the bottom of the editor, otherwise you may end up creating unwanted span tags.
By default, Ocean uses Stephen Hartke's Aurulent Sans Bold. I've only done a basic conversion of it to keep file sizes down, but it should include all the punctuation you need, plus some common Latin-1 Supplement glyphs. These should serve for accents on words languages like French, German, Spanish, etc. I do not believe it supports Cyrillic, Russian, Greek, or Coptic alphabets.
In a word, be careful. Font licensing is a mine field and Cufón presents a whole new problem to font makers since it effectively dismantles the font and reduces it to JavaScript. There are also not many truly Open Source fonts.
Below is list of useful Cufón links: