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Same thing here (Linux) with a non-utf8 locale:
>>> locale.setlocale(locale.LC_TIME, "fr_FR.UTF-8")
'fr_FR.UTF-8'
>>> time.strftime("%B", time.strptime("2009-12-01", "%Y-%m-%d"))
'décembre'
>>> locale.setlocale(locale.LC_TIME, "fr_FR.ISO8859-15")
'fr_FR.ISO8859-15'
>>> time.strftime("%B", time.strptime("2009-12-01", "%Y-%m-%d"))
Traceback (most recent call last):
 File "<stdin>", line 1, in <module>
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 461, in
_strptime_time
 return _strptime(data_string, format)[0]
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 307, in _strptime
 _TimeRE_cache = TimeRE()
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 188, in __init__
 self.locale_time = LocaleTime()
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 72, in __init__
 self.__calc_month()
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 98, in
__calc_month
 a_month = [calendar.month_abbr[i].lower() for i in range(13)]
 File "/home/antoine/py3k/__svn__/Lib/_strptime.py", line 98, in <listcomp>
 a_month = [calendar.month_abbr[i].lower() for i in range(13)]
 File "/home/antoine/py3k/__svn__/Lib/calendar.py", line 60, in __getitem__
 return funcs(self.format)
UnicodeDecodeError: 'utf8' codec can't decode bytes in position 1-3:
invalid data