In order to make sure that your X display has access to the fonts that Mathematica uses, you will need to make sure that the font files are available to your X server.
For example, to prepare a Unix system such as one available in rm. 139, log in to the local system with the display and run the following commands:
mkdir $HOME/Fonts scp -r amdahl:/usr/local/mathematica/SystemFiles/Fonts/* $HOME/Fonts xset fp+ $HOME/Fonts/Type1 xset fp+ $HOME/Fonts/AFM xset fp+ $HOME/Fonts/BDF
And your X display will know about Mathematica's fonts. Future sessions can be made to use the Mathematica fonts simply be re-running the xset commands.