output.sh

$python3 test.py 
a
A
À La Garçonne
b
B
$python2 test.py 
a
A
À La Garçonne
b
B
$

test.py

# encoding: utf8
from __future__ import unicode_literals, print_function
from functools import cmp_to_key
import locale


locale.setlocale(locale.LC_ALL, '')


data = [
    "B",
    "b",
    "À La Garçonne",
    "A",
    "a",
]

for i in sorted(data, key=cmp_to_key(locale.strcoll)):
    print(i) 

So this doesn't appear to work in 2.7.10 or less. It works in 2.7.12. No idea about 2.7.11.