For those of you who are used to running "dpkg-reconfigure locales" on Debian to select and generate locales you may be a bit disappointed at the seemingly broken way it is done under Ubuntu.
When I say broken "dpkg-reconfigure locales" does not yield an interface that allows you to select and deselect locales. It simply generates the locales mentioned in "/var/lib/locales/supported.d/local" file. Therefore if you want to generate a bunch of locales you will need to add them to this file and re-run "dpkg-reconfigure locales". NOTE: One locale per line.
For a list of valid locales you can search through "/usr/share/i18n/SUPPORTED".