Nothing too special about the LongitudeFormatter and LatitudeFormatter, they are just specialised Formatters.
So, the gridlines object has properties 'xformatter' and 'yformatter', which have a 'set_useLocale' method.
This worked for me...
>>> ax = plt.gca()
>>> gl = ax.gridlines(draw_labels=True,
... xlocs=[-120.5, -50.8, 30.7, 134.2, 157.8])
>>> gl.xformatter.set_useLocale(True)
>>> plt.show()
BUT you do have to have the machine locale set to start with.
In order to get "," numeric seperators, I started with :
$ export LC_NUMERIC="it_IT.UTF-8"
$ python
I don't know much about it, but I think you can't change this dynamically through the Python interface, it needs to be in the calling environment
-- see Setting Python locale doesn't work