\documentclass{article}
\usepackage{fontspec}
\usepackage{polyglossia}
\usepackage{unicode-math}
\setmainfont{Latin Modern Roman}
\setsansfont{Latin Modern Sans}
\setmonofont{Latin Modern Mono}
\setmathfont{Latin Modern Math}
\begin{document}
Hello, world!
Привет, мир!
$ a≡b≠Ω♯$
\end{document}
Here is example, that do not work. Math -- perfect, but no cyrillic in normal mode. What have I missed?