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Greek letters are not properly sorted when a locale is set. I tested a French and a Greek locales. Here is an output obtained from the Python interactive shell available from the python.org home page:
In [22]: a
Out[22]: 
('Ά',
 'Γ',
 'Η',
 'Κ',
 'Ν',
 'Ο',
 'έ',
 'ί',
 'α',
 'β',
 'γ',
 'δ',
 'ε',
 'ζ',
 'ι',
 'κ',
 'λ',
 'μ',
 'ν',
 'ο',
 'ς',
 'τ',
 'φ',
 'χ',
 'ό',
 'β',
 'Ἀ',
 'ῖ')
In [26]: sorted(a, key=locale.strxfrm)
Out[26]: 
['Ἀ',
 'ῖ',
 'α',
 'Ά',
 'β',
 'β',
 'Γ',
 'γ',
 'δ',
 'ε',
 'έ',
 'ζ',
 'Η',
 'ι',
 'ί',
 'Κ',
 'κ',
 'λ',
 'μ',
 'Ν',
 'ν',
 'Ο',
 'ο',
 'ό',
 'ς',
 'τ',
 'φ',
 'χ']
The letter 'ῖ' is wrongly sorted. You can try to sort the same character list with the ICU demonstration to see the correct ordering here: 
http://demo.icu-project.org/icu-bin/locexp?_=el&d_=fr&x=col