I want to declare more than one font so XeTeX can use other fonts when first font did not have a specific glyph. How can I do that? In windows when the current font does not have a glyph, other font are used to show that glyph.(e.g. I want insert tick (✓) directly, not with \Checkmark)
I know that I can use a Unicode font like code2000 but as you know this kind of fonts generally are not pretty enough.
\documentclass{article}
\usepackage{bbding}
\begin{document}
\section{NOK}
(✓) (✗)
\section{OK}
(\Checkmark ) (\XSolidBrush)
\end{document}

\documentclass{article}
\usepackage{bbding}
\usepackage{fontspec}
\setmainfont{Arial Unicode MS}
\begin{document}
\section{OK}
(✓) (✗)
\section{OK}
(\Checkmark ) (\XSolidBrush)
\end{document}

At least I want to specify two fonts (e.g.\setfont{Arial,Code200}) ,a main font and a Unicode one so it can be used for missed glyphs.

newunicodechar. See, e.g., http://tex.stackexchange.com/a/41148/83 – Caramdir May 02 '12 at 04:02