Restore PostgreSQL database with same locale settings as source database
These are the exact steps I take to import a copy of a PostgreSQL 9.5 database (exported on Linux using en_US.UTF-8 encoding) into PostgreSQL 9.3 on Windows 7 or PostgreSQL 9.5 on Windows 8.1. You need to create the database with the appropriate encoding prior to loading the SQL file, otherwise the encoding from Linux (en_US.UTF-8) will prompt Windows to use a default encoding.

REM WARNING: Console code page (65001) differs from Windows code page (1252) 8-bit characters might not work correctly. See psql reference page "Notes for Windows users" for details.
chcp 1252

C:\PostgreSQL\9.5\bin\psql.exe -U postgres -d postgres_password -c "CREATE DATABASE my_db WITH TEMPLATE=template0 ENCODING='UTF-8' LC_COLLATE='american_usa' LC_CTYPE='american_usa'"

REM Grant privileges to the appropriate database user.
C:\PostgreSQL\9.5\bin\psql.exe -U postgres -d postgres_password -c "GRANT ALL PRIVILEGES ON DATABASE my_db TO myuser"

REM Import my_db.sql. Ignore the following error (it comes from a line in the SQL file, but we have already created the database with the correct locale, so we are ok):
REM psql:my_db.sql:22: ERROR:  invalid locale name: "en_US.UTF-8"

C:\PostgreSQL\9.5\bin\psql.exe -o nul --quiet -U postgres -d postgres_password -f my_db.sql


As discussed here, the locale on Windows should be american_usa (on Windows 7). On Windows 8.1, either american_usa or en-US (not en_US as with Unix) will work.