Write Unicode String In a File Using StreamWriter doesn't Work

You never Close() the StreamWriter.

If you call writer.Close() when you finish writing, you will see the character.

But, since it implements IDisposable you should wrap the creation of the StreamWriter in a using statement:

using(StreamWriter writer = new StreamWriter("a.txt", false, Encoding.UTF8))
{
   writer.WriteLine(s);
}

This will close the stream for you.

By the looks of it you're not Flush()ing or Close()ing the StreamWriter before you end your application. StreamWriter uses a buffer internally which needs to be flushed before you close your application or the StreamWriter goes out of scope otherwise the data you wrote to it will not be written to disc.

You can call Close() once you're done - although instead I would suggest using a using statement instead to also assure that your StreamWriter gets properly disposed.

string s = "آ";

using (StreamWriter writer = new StreamWriter("a.txt", false, Encoding.UTF8))
{
    writer.WriteLine(s);
}

Try using File.WriteAllText("a.txt", s, Encoding.UTF8);.