Most X apps warn about locale not supported

After a dist-upgrade from breezy to dapper, most X apps display

Warning: locale not supported by Xlib, locale set to C

or

Gdk-WARNING **: locale not supported by Xlib

or similar when started from a terminal. Furthermore, I suspect that this is the cause of another problem, where emacs won't let me enter Danish chars.

sune@jekaterina:~$ locale -a
C
da_DK.utf8
en_AU.utf8
en_BW.utf8
en_CA.utf8
en_DK.utf8
en_GB.utf8
en_HK.utf8
en_IE.utf8
en_IN
en_NZ.utf8
en_PH.utf8
en_SG.utf8
en_US.utf8
en_ZA.utf8
en_ZW.utf8
POSIX
sune@jekaterina:~$ locale
LANG=en_DK.UTF-8
LANGUAGE=en_DK:en
LC_CTYPE="en_DK.UTF-8"
LC_NUMERIC="en_DK.UTF-8"
LC_TIME="en_DK.UTF-8"
LC_COLLATE="en_DK.UTF-8"
LC_MONETARY="en_DK.UTF-8"
LC_MESSAGES="en_DK.UTF-8"
LC_PAPER="en_DK.UTF-8"
LC_NAME="en_DK.UTF-8"
LC_ADDRESS="en_DK.UTF-8"
LC_TELEPHONE="en_DK.UTF-8"
LC_MEASUREMENT="en_DK.UTF-8"
LC_IDENTIFICATION="en_DK.UTF-8"
LC_ALL=
sune@jekaterina:~$

I note that /usr/share/locale is mostly about other locales than utf-8 ones, and this is, to my understanding, the ones used by libx11 (Xlib).