According to: https://developer.apple.com/library/mac/documentation/Darwin/Reference/ManPages/man3/xlocale.3.html
xlocale.h provides extended locale support by allowing per-thread locale setups in C.
Additionally, alongside wchar.h provides flexible functions to convert unicode to other encodings, such as wprintf_l which outputs unicode characters converted to a specified locale (not the one set globally by setlocale).
It is surely present in OS X and, recently, on FreeBSD(>9.1) platforms, but it does not seen to be officially supported in any other.