There seems to be a mistake in the documentation of
sys.getfilesystemdocumentation in module-sys.html:

"On Unix, the encoding is the user's preference
according to the result of nl_langinfo(CODESET), or
None if the nl_langinfo(CODESET) failed."

This does not seem to be the case on my system:

>>> import sys
>>> sys.getfilesystemencoding()
'UTF-8'
>>> import locale
>>> locale.nl_langinfo(locale.CODESET)
'ANSI_X3.4-1968'

FYI my locale environment:

$ locale
LANG=en_US.utf8
LC_CTYPE="en_US.utf8"
LC_NUMERIC="en_US.utf8"
LC_TIME="en_US.utf8"
LC_COLLATE=POSIX
LC_MONETARY="en_US.utf8"
LC_MESSAGES="en_US.utf8"
LC_PAPER="en_US.utf8"
LC_NAME="en_US.utf8"
LC_ADDRESS="en_US.utf8"
LC_TELEPHONE="en_US.utf8"
LC_MEASUREMENT="en_US.utf8"
LC_IDENTIFICATION="en_US.utf8"
LC_ALL=

Logged In: YES 
user_id=849994

You must first set your current locale to the system default
locale; on start, Python's locale defaults to C.

After 'locale.setlocale(locale.LC_ALL, "")' the nl_langinfo
call should yield "UTF-8".

I guess this is still not answered.
Documentation (http://docs.python.org/library/sys.html) clearly states:
"On Unix, the encoding is the user’s preference according to the result
of nl_langinfo(CODESET), or None if the nl_langinfo(CODESET) failed."

So in case setlocale is not yet called the actual output should look
like this (according to documentation):
>>> import sys
>>> print sys.getfilesystemencoding()
None

According to the documentation if nl_langinfo(CODESET) returns
something, then sys.getfilesystemencoding() should return the very same
thing. Apparently this is not the case in the provided code. I also get
different output on my machine.

Or am I missing something?

This is surprisingly non-transparent.  However, it works as documented
in py3.

It sorta works as documented in p2, except that there's a bit left out
of the docs.

In py2, the code that results in getfilesystemencoding's value sets the
locale based on the environment, does the nl_langinfo(CODESET), and then
restores the locale to the default (C).

In py3, python initialization sets LC_CTYPE to the enviroment, and uses
that to determine getsystemfilencoding's default value.  LC_CTYPE is
left set to the environment.

This means that in py2, using locale.nl_langinfo doesn't get you the
same value that is used to set getfilesystemencoding until after you've
done a call to set the locale to the environment.  In py3, however,
locale.nl_langinfo(locale.CODESET) will by default return the value that
is used to set getfilesystemencoding's value.

If you'd like to submit a doc patch for p2, please feel free, and I'll
apply it.