how to set LC_TIME in gnome?

[Dr. Michael J. Chudobiak]

How can I set LC_TIME=en_DK.UTF-8 for all users, to get a sensible ISO 
date format in most programs?

Setting /etc/locale.conf doesn't help:

[mjc at xena ~]$ more /etc/locale.conf
LANG=en_US.UTF-8
LC_TIME=en_DK.UTF-8

After rebooting, and launching a terminal in gnome-shell, LC_TIME is 
stuck at en_US:

[mjc at xena ~]$ locale | grep LC_TIME
LC_TIME="en_US.UTF-8"