Adding locales on Ubuntu?

[Adam Funk]

(Sorry, this is one of those "I know how to do X on Debian, but how do
I do it on Ubuntu?" questions.)

The output of `locale -a` include C, POSIX and a number of locales
ending in utf8.  I need to have a few iso88591 locales as well, for
viewing and manipulating text files in Latin-1.

On Debian, I do this by adding them to /etc/locale.gen and run
locale-gen (as root).  My Ubuntu machine doesn't have this file and
/etc/belocs/locale-gen.conf looks quite different.

How do I add more locales on Ubuntu?

Thanks,
Adam