Android - Is it posible to change the locale of my device?

If you want to change locale settings on your device, the Set Locale and Language app¹ might prove helpful as well. Locale-Einstellung looks almost the same. MoreLocale 2² might offer an alternative, as it also allows to create custom locales -- which is also supported by Custom Locale³.

With Any Locale⁴ switching the locale can be as easy as tapping a widget -- as it is with LocaleSwitch⁵ or the Language Picker Widget⁶.

Also very nice: Raygional⁷. And there are probably many more to chose from...

The keyboard settings shows all supported languages no matter the locale of the device, so if a language is not listed than it's not supported. A good alternative is AnysoftKeyboard; you can download language packs for it.