"Module locale 
Internationalization services. The locale settings can affect the return values for some of the functions in the time module."

This is vague and perhaps misleading. The doc also says
"Locale information is not used by asctime()."
"Locale information is not used by ctime()."

Since ctime() = asctime(localtime()), this implies to me that locale is also not used by localtime. Otherwise, locale information would indirectly be used by ctime. (I did not test this directly because I do not know what a legal locale name is on Windows. The doc example 'de_DE' does not work.)

Doc also says
"time.strftime(format[, t]) 
%a Locale’s abbreviated weekday name. 
... <similar for many other format characters>
"

So perhaps the doc should say "The locale setting affects the interpretation of many format specifiers in strftime and strptime".

If is does anything else, what?