Recently saw the issue in newly build CentOS6 VMs ( For me it was Virtuozzo based VMs ) :
-bash: warning: setlocale: LC_CTYPE: cannot change locale (UTF-8)
Saw this error even after installing cPanel in the VPS.
This warning popped up every time you ran a command in shell, though it did not cause any issues
The fix was to run the following command :
localedef --no-archive -i en_US -f UTF-8 en_US.UTF-8
Should be good now !