It seems you're using Windows. The locale strings are different there. Take a more precise look at the doc:

locale.setlocale(locale.LC_ALL, 'de_DE') # use German locale; name might vary with platform

On Windows, I think it would be something like:

locale.setlocale(locale.LC_ALL, 'deu_deu')

MSDN has a list of language strings and of country/region strings

It seems like nothing is saved. Am I wrong in assuming you set your locale once and then the system will remember this

yes, calling locale.setlocale() in Python does not affect future python processes. Configure environment variables instead, see How to set all locale settings in Ubuntu.

Bash's "date" method seems to pick up the locale some way or the other.

date calls setlocale(LC_ALL, "") at the start i.e., you need to call setlocale() at least once per process to enable $LANG locale instead of C locale.

setlocale(LC_ALL, '') sets locale according to $LANG variable first, not $LANGUAGE (it is related but different: "The GNU gettext search path contains 'LC_ALL', 'LC_CTYPE', 'LANG' and 'LANGUAGE', in that order.").

It is enough to set LC_TIME category (on Ubuntu):

>>> import locale
>>> import time
>>> time.strftime('%A')
'Tuesday'
>>> locale.getlocale(locale.LC_TIME)
('en_US', 'UTF-8')
>>> locale.setlocale(locale.LC_TIME, 'ru_RU.UTF-8')
'ru_RU.UTF-8'
>>> time.strftime('%A')
'Вторник'
>>> locale.getlocale(locale.LC_TIME)
('ru_RU', 'UTF-8')

If setlocale() hasn't raised locale.Error: unsupported locale setting then the corresponding locale category is set successfully.

You could also get the weekday name knowing its position (in the same python session where the locale is changed):

>>> import calendar
>>> calendar.day_name[1]
'Вторник'
>>> locale.nl_langinfo(locale.DAY_3)
'Вторник'

A portable way, to print a weekday in a given locale without modifying a global state, is to use babel module:

>>> from datetime import date
>>> from babel.dates import format_date # $ pip install babel
>>> format_date(date.today(), format='EEEE', locale='en')
'Tuesday'
>>> format_date(date.today(), format='EEEE', locale='ru')
'вторник'
>>> format_date(date.today(), format='EEEE', locale='nl')
'dinsdag'

Hi,

That changes things.

You have to customize the startup script and install locales and local-all following these steps: https://azureossd.github.io/2020/01/23/custom-startup-for-nodejs-python/

Source: https://github.com/MicrosoftDocs/azure-docs/issues/51974

Locale settings are OS dependent and, at least on *nix systems, might even depend on whether they are installed or not.

This SO post might be a good pointer to what locales to use on Windows systems: https://stackoverflow.com/a/956084/2186184

Normally you should not set LC_ALL persistently as a global environment variable. If you do that on a desktop, you make the GUIs for setting languages/locales useless.

As regards your Python program, you need this line:

locale.setlocale(locale.LC_ALL, '')

It makes the locale, i.e. the output of the locale command, effective within the Python program.