On windows xp (Taiwanese) platform...

    c:\> py -c "import time; print(time.strftime('%z', time.localtime()))"

It will raise a UnicodeEncodeError in my system.

I think it's not a +HHMM format and has different behavior with document:
    http://docs.python.org/3/library/time.html#time.strftime

As the documentation of the module says, we pass this call through to the underlying c library.  What does the Windows documentation say about %z?

A quick google turns up this hit, which seems to indicate it is a platform problem:

http://connect.microsoft.com/VisualStudio/feedback/details/797109/strftime-incorrect-multibyte-encoding-of-timezone-z

Oh! Thanks your info!

The docs could be much more clear about this in my opinion.

Can you suggest how to improve the docs?

Nowhere at https://docs.python.org/3.5/library/time.html#time.strftime is it indicated that %z behaves differently on different platforms. What it *does* say is

%z	Time zone offset indicating a positive or negative time difference from UTC/GMT of the form +HHMM or -HHMM, where H represents decimal hour digits and M represents decimal minute digits [-23:59, +23:59].

I see now that this is mentioned in the footnote at the bottom of the page.

I would split that footnote into two notes. It's really about two things, %Z/%z compatibility, and the RFC. The RFC note should stay as it is in the footnote, but I would move the bits about %Z/%z compatibility much close to their entries in the table, as that is where people are going to look (I personally wouldn't even hide the information in a footnote, but that can be debated).

I also just noticed that the %z entry in the table wasn't added until the Python 3.3 docs, although it apparently works at least in OS X in Python 2.7 (I can't test Windows right now).  Was it supposed to be one of the "additional directives supported on certain platforms"?

The same odd behavior for Windows 7

C:\Python34\python.exe
Python 3.4.1 (v3.4.1:c0e311e010fc, May 18 2014, 10:38:22) [MSC v.1600 32 bit (Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import time
>>> time.strftime('%z', time.localtime(time.time()))
'Russian Standard Time'
>>> time.strftime('%Z', time.localtime(time.time()))
'Russian Standard Time'

Same behavior on Windows 8.1. Possible workaround:

>>> from datetime import datetime
>>> from dateutil import tz
>>> datetime.now(tz.tzlocal()).strftime('%z')
'+0200'

%z works correctly in the new CRT that's used by 3.5:

    Python 3.5.1 (v3.5.1:37a07cee5969, Dec  6 2015, 01:54:25)
    [MSC v.1900 64 bit (AMD64)] on win32
    Type "help", "copyright", "credits" or "license" for more information.
    >>> import time
    >>> time.strftime('%z', time.localtime(time.time()))
    '-0000'
    >>> time.strftime('%Z', time.localtime(time.time()))
    'Coordinated Universal Time'