I'm not sure if this is Ubuntu's or dmenu's fault, but I'm disappointed that it's broken out of the box for me.
My locale settings look reasonable to me (I didn't configure them, they were set by the Ubuntu installer). Output of locale -a C C.UTF-8 en_AG en_AG.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_IN.utf8 en_NG en_NG.utf8 en_NZ.utf8 en_PH.utf8 en_SG.utf8 en_US.utf8 en_ZA.utf8 en_ZM en_ZM.utf8 en_ZW.utf8 POSIX Output of locale LANG=en_HK.UTF-8 LANGUAGE=en_HK:en LC_CTYPE="en_HK.UTF-8" LC_NUMERIC="en_HK.UTF-8" LC_TIME="en_HK.UTF-8" LC_COLLATE="en_HK.UTF-8" LC_MONETARY="en_HK.UTF-8" LC_MESSAGES="en_HK.UTF-8" LC_PAPER="en_HK.UTF-8" LC_NAME="en_HK.UTF-8" LC_ADDRESS="en_HK.UTF-8" LC_TELEPHONE="en_HK.UTF-8" LC_MEASUREMENT="en_HK.UTF-8" LC_IDENTIFICATION="en_HK.UTF-8" LC_ALL=