Index: Modules/_localemodule.c
===================================================================
--- Modules/_localemodule.c	(revision 72223)
+++ Modules/_localemodule.c	(working copy)
@@ -172,8 +172,7 @@
         result = setlocale(category, locale);
         if (!result) {
             /* operation failed, no setting was changed */
-            PyErr_SetString(Error, "unsupported locale setting");
-            return NULL;
+            Py_RETURN_NONE;
         }
         result_object = PyString_FromString(result);
         if (!result_object)