On Mandriva with Perl 5.8.8 I get:

es
jueves, agosto 14, 2008
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I'm wondering if the locale handling in your perl is just broken or there's no good way to get the locale from your OS.

Update: I get the same on perl 5.10.0 on Mandriva. I get this from cygwin 5.8.6:

undef
Thursday, August 14, 2008
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I get this from Strawberry and from ActivePerl, both 5.8.8/5.8.7 and 5.10:

Estonian_Estonia.1257
neljapΣev, august 14, 2008
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How Estonian and Spanish get confused I'm not sure. I always thought 'es' was Spanish and Spain while 'et' was Estonian and Estonia (per sources like ISO 639, even though that particular list is marked obsolete).