OpenScript is the application that allows you to learn about different alphabets from the Middle East, to the Eurasian Steppe, to the Indian Subcontinent.
OpenScript allows you to view each of the alphabets from the listed languages and view each of the letters in the native script, in the English language, a transliteration to English, and, for some languages, your iPhone will read you the letter in the native language.
Currently eight languages are supported with more on the way. OpenScript also tells you how to spell each of the language names in the native script.