org.jfree.chart.axis.DateAxis only takes the locale as constructor argument, and it's not possible to change it after the axis has been created. So if you create a chart via ChartFactory, you won't be able to set the locale for the date axis (unless you instantiate a new axis object and replace it in the chart).
A setLocale method would make such case much easier. The method would do what...
2009-08-25 13:19:59 UTC in JFreeChart