I made a few attempts but didn't success to use the API with page titles containing a & in them.
I tried replacing it with %26 in the request but it seems to work only for some requests...

For example, the following request seems to work:
http://en.wikipedia.org/w/api.php?action=query&titles=Rollin' %26 Coastin' (In Search of America)&prop=info&inprop=protection|talkid
I get the informations about page "Rollin' & Coastin' (In Search of America)"

But, the following request tells that the page is missing
http://fr.wikipedia.org/w/api.php?rvprop=content|ids|timestamp&inprop=protection&prop=revisions|info&action=query&titles=Rollin' %26 Coastin' (In Search of America)
The requests says that page "Rollin' & Coastin' (In Search of America)" is missing

Am I missing something or is there a bug in the API ?