Accessing Locale Data from Templates
Yii, the framework Craft is built on, ships with a tremendous amount of data for various locales, pulled from the Unicode Common Locale Data Repository. (You can see it all by peeking in craft/app/framework/i18n/data/.)
Craft exposes it in its templates, via craft.i18n.getLocaleData():
{% set localeData = craft.i18n.getLocaleData() %}
<select name="month">
  {% for month in localeData.getMonthNames() %}
    <option value="{{ loop.index }}">{{ month }}</option>
  {% endfor %}
</select>
By default, getLocaleData() will return data for the active locale (whatever craft.locale returns), but it’s possible to override that by passing in a different locale ID:
{% set month0 = now.month - 1 %}
{% for locale in craft.i18n.getSiteLocales() %}
  {% set localeData = craft.i18n.getLocaleData(locale.id) %}
  <p>
    Month in {{ locale.name }}:
    {{ localeData.getMonthName(month0) }}
  </p>
{% endfor %}