Here are the steps I followed to be able to type an interrobang. I'm sure there are easier ways.
In System Preferences > International, enable the "Unicode Hex Input" keyboard layout. Also check "Character Palette" so both of these appear in your menu bar under your American flag icon (or whatever flag your default keyboard layout is).
Launch TextEdit, which is one of the few programs to play nicely with the Unicode hex input.
From the menu bar icon, switch your keyboard layout to Unicode Hex Input. Then click the icon again and select Show Character Palette. Choose Punctuation in the left menu. The interrobang is in the top row, fifth from the left. Click on it once, then hold the mouse over it and note that its Unicode equivalent is 203D.
In the bottom part of the window (click the triangle next to "Font Variation" if it's collapsed), you should see "Collections: Containing selected character." This will show what fonts are active on your system that contain the interrobang. Set TextEdit to use one of these fonts. Few fonts have the interrobang character; examples of some that do that happen to be open on my machine right now are Helvetica Regular and Bold and Lucida Grande Regular and Bold.
In your TextEdit window, hold down the Option key and type 203D. An interrobang should appear.
The thing is, option+203D will not enter an interrobang in every application, or in every font, and will only work with the Unicode Hex Input keyboard layout active. You can type one in TextEdit and copy and paste it to another application, but it will appear as a plain old question mark or garbage character if that application's display font doesn't understand it.