Maybe not really locale-related, but there's a really shitty issues with games on linux (moreso native ones that those on Wine, maybe). Most tend to assume you have a qwerty keyboard, e.g. they rely on WASD to move but I need ZQSD. Such stuff can be remedied with the chore of shifting some key input definitions in the game options, but sometimes I'm stuck, e.g. unable to switch to the melee weapon in Open Arena, or to open the console (but shift + that upper left key above TAB might be able to open the console if you know about it).
In the DOS/Windows world you always had qwerty games, but they would read the keyboard "raw" so no problem, keyboard behaves as if you really had a qwerty one. In Linux to play qwerty games I need to create a script that does setxkbmap us, launches the game, setkxbmap fr, and then create a desktop shortcut (which I think sucks) or a bash alias (nice, but you don't get to see a graphical list of games and their icons)
So.. I think I'd need a daemon that changes keyboard layout on the fly when I'm inputting to a qwerty game.