I think that I used to reconfigure locale via dpkg-reconfigure or some config program that provide the ncurses interface to select and generate locales. However, I have no luck finding this program.
Anyway, after googling around, there is a command that will generate locale as easy as click a button. Okay, I just want to write this entry as my memo, so there's nothing so geeky.
sudo locale-gen th_TH
PS. I often forget how to use 'code' tag in my blog, so it is...