搞定了！

$array = array('Ägile', 'Ãgile', 'Test', 'カタカナ', 'かたかな', 'Ágile', 'Àgile', 'Âgile', 'Agile');

function Sortify($string)
{
    return preg_replace('~&([a-z]{1,2})(acute|cedil|circ|grave|lig|orn|ring|slash|tilde|uml);~i', '$1' . chr(255) . '$2', htmlentities($string, ENT_QUOTES, 'UTF-8'));
}

array_multisort(array_map('Sortify', $array), $array);

输出:

Array
(
    [0] => Agile
    [1] => Ágile
    [2] => Âgile
    [3] => Àgile
    [4] => Ãgile
    [5] => Ägile
    [6] => Test
    [7] => かたかな
    [8] => カタカナ
)

更好:

if (extension_loaded('intl') === true)
{
    collator_asort(collator_create('root'), $array);
}

感谢@tchrist！

Thanks to @tchrist!