This is still an issue.
PHP 5.2.3 (cgi-fcgi) (built: Jun 21 2007 01:28:21)
Copyright (c) 1997-2007 The PHP Group
Zend Engine v2.2.0, Copyright (c) 1998-2007 Zend Technologies
with XCache v1.2.0, Copyright (c) 2005-2006, by mOo
WordPress 2.2, trying to use it in Russian (ru_RU)
I just spent an hour pulling my hair out. Not sure why this hasn't been fixed yet :( Got the language files from the site listed on the wiki: http://mywordpress.ru/download/