Bold/Italic/BoldItalic fonts with \XeLaTeX's \setmainfont does not work correctly. For example (below), the \textbf{English} and \textit{English} looks like normalfont. With \LuaLaTex it is works fine.
\documentclass[twoside]{article}
\usepackage{fontspec}
\usepackage{polyglossia}
\setmainlanguage{english}
\setmainfont{CMU Serif}
\setsansfont{CMU Sans Serif}
\setmonofont{CMU Typewriter Text}
\begin{document}
\noindent
\textbf{English}\\
\texttt{English}\\
\textit{English}\\
\end{document}
With certain other definition
\setmainfont[
Ligatures=TeX,
Extension=.otf,
BoldFont=cmunbx,
ItalicFont=cmunti,
BoldItalicFont=cmunbi,
]{cmunrm}
Both, \XeLaTeX and \LuaTeX displays fonts correctly.
I'm using WinXP SP3, Miktex 2.9 (updated)
Some additions
I found temporary solution of the problem. I notice with the \setmainfont{Times New Roman} \XeLaTeX works well. Then I install fonts from \MikTex\fonts\opentype\public\cm-unicode\ to the Windows\Fonts folder.
It turns out that only MiKTeX's xelatex.exe can see fonts from system folder, not from own folder despite the that LaTeX\MikTex\fontconfig\config\*fonts*.conf are included the path to own font folders.
Another additions
As I noticed, the xelatex.exe understand many Human fontfamily names from \MikTex\fonts\opentype\public\cm-unicode\ except only CMU Serif family.
\setmainfont{CMU Bright}
displays Bold/Italic/BoldItalic fonts.
It seems, the problem localized not in the xelatex.exe but possible in the package fontspec for xelatex, or more probably, in the font files cmun*.otf. May be inside cmun*.otf there are no relations between other files, which is belong to the same family. But it is strange, the LuaLaTeX displays CMU Serif family correct.

EU1/CMUSerif(0)/bx/n' undefined(Font) usingEU1/CMUSerif(0)/m/n' instead – sergiokapone Jan 09 '15 at 21:49Requested font "CMU Serif/B/OT" at 10.0pt -> ]^^B/MiKTeX2.9/fonts/opentype/public/cm-unicode/cmunrm.otfand then is miffed that it is not a bold font. It is not related to the fonts (the problem persists after I copied the fonts from texlive). I suspect a problem with the binary (the version is slightly different to the one in texlive). – Ulrike Fischer Jan 10 '15 at 12:00