http://stackoverflow.com/questions/6115612/how-to-convert-an-entire-mysql-database-characterset-and-collation-to-utf-8
Use the ALTER DATABASE and ALTER TABLE commands.
ALTER DATABASE databasename CHARACTER SET utf8 COLLATE utf8_unicode_ci;
ALTER TABLE tablename CONVERT TO CHARACTER SET utf8 COLLATE utf8_unicode_ci;
If not possible,
Export structure and data with phpmyadmin
Custom – display all possible options
Database system or older MySQL server to maximize output compatibility with: MYSQL40
Syntax to use when inserting data: include column names in every INSERT statement (Example: INSERT INTO tbl_name (col_A,col_B,col_C) VALUES (1,2,3))
After export, remove all TYPE=InnoDB from the text file (.sql)
Create new database in utf8_unicode_ci;
Import the .sql file and tables created will inherit utf8_unicode_ci.