Starting with glibc 2.3.6-1, locales will no longer be included as a pre-generated locale archive. This means that on a default glibc installation, the only locale available is the "C" locale. Instead of shipping a 50MB locale archive, glibc switches to locale-gen, a script that generates locales found in /etc/locale.gen.
After upgrading to glibc 2.3.6-1, users should enter wanted locales in /etc/locale.gen and run the locale-gen script afterwards.
By default /etc/locale.gen is an empty file with commented documentation. Once edited, the file won't get touched again and locale-gen runs on every glibc upgrade, installing all the locales specified in /etc/locale.gen.
The /etc/locale.gen is not completely clear about which locale to specify. If you use a locale like en_US.UTF8, you should put it in locale.gen as following:
en_US.UTF8 UTF-8
locale-gen will strip the .UTF8 part when assembling the locale data, but will put it in the archive as en_US.UTF8.