I was close to bite my keyboard when I found the reason why I was not able to type characters like \, @, .. on my AZERTY keyboard on Windows 7 (Belgium/french) : it was due to the Remote Desktop window.
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When there is an application opened on your desktop that handles keys pressed to forward these events, you can sometimes not type some extended characters anymore (I.e.: characters that require special key combinations). It happened to me for characters to be typed with Alt-Gr.
This happens with applications like Remote Desktop (RDP)/Terminal Services and Virtual Box (VirtualPC/VMWare/Hyper-V/...)... Those applications handles indeed the key combination to possibly forward them to the Virtual Box/Remote PC.
For some users, it happens when the application is in full screen or minimized. In my case, RDP was windowed (i.e. neither maximized nor minimized)...
As soon as I closed RDP, the key Alt-Gr came back.
An alternative could have been to use CTRL-ALT instead as this is another shortcut for Alt-Gr !