After some googling found this blogpost from André Bergonse :
I made the mistake to put the export in the servers .bash_profile, but off course you need to put in your own OS X account .bash_profile or create this file.
$ vim .bash_profile
# OSX Lion ssh logon:
# -bash: warning: setlocale: LC_CTYPE: cannot change locale (UTF-8)
Afterwards you need to restart your terminal program, I use iTerm2, to have the settings take affect.