Your code also gives me English output on Unix. However:

 $ LC_ALL=es_ES perl -MPOSIX=strftime -le 'print strftime("%A, %B %d, 
+%Y", gmtime() )'
jueves, agosto 14, 2008
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And using your code but with the commented version on Unix produces:

es_ES
jueves, agosto 14, 2008
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The equivalent to my command under cygwin on Win32 didn't work:

 > env LC_ALL=es_ES \apps\cygwin\bin\perl -MPOSIX=strftime -le "print 
+st
rftime('%A, %B %d, %Y', gmtime() )"
Thursday, August 14, 2008
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which didn't surprise me too much since I don't think I have a Win32 Spanish locale installed there.

I hope those small leads help.