Peter, thank you, but I've tried almost all that you've described, nothing works, unfortunately
even MS Office (Mac version) opens .rtf files with "wrong" cyrillics (e.g. "ÑÌÈ")
but if I go to Windows and open .rtf with MS Word (Windows one, not Mac) text is absolutely okay and I can save file as *.docx and I'm able to open it in Mac and everything is okay with cyrillics in this case, but the problem is that I won't be able to access to MS Windows soon, hence I'll have troubles with cyrillics rtf files when I get them in Mac OS (same problem with iphone, ios is unable to read cyrillics in rtf files)