How to write UTF-8 in a CSV file

It's very simple for Python 3.x (docs).

import csv

with open('output_file_name', 'w', newline='', encoding='utf-8') as csv_file:
    writer = csv.writer(csv_file, delimiter=';')
    writer.writerow('my_utf8_string')

For Python 2.x, look here.

From your shell run:

pip2 install unicodecsv

And (unlike the original question) presuming you're using Python's built in csv module, turn
import csv into
import unicodecsv as csv in your code.

Use this package, it just works: https://github.com/jdunck/python-unicodecsv.