Hmm, if you ignore the esoteric versions of existing programming languages I can think of one place where this is done in the wild. That is if you consider Excel formulas to be a sort of programming language ;)
The pain you have to go through when looking for help only in the local language, then giving up and trying to figure out which functions are which in English. Then switching it all to English, then having people ask you for help when they have it in the local language. That is one reason I can think of to not localize a programming language :)
Another example of why this is a genius idea.