use utf8 code in your location_province_list_xx() function

note for those who are extending location.module for their country:

in function location_province_list_xx() use utf8 code to allow special characters in provinces string.

for example, french provinces:

function location_province_list_fr() {
  return array(
    '43'=>'Franche-Comté',
    '04'=>'La Réunion',
    '73'=>'Midi-Pyrénées',
    '93'=>'Provence-Alpes-Côte d\'Azur',
    '82'=>'Rhône-Alpes'
    ...);
}

will produce '?' characters instead of 'é' in provinces select list .

So use utf8 codes in strings like this:

function location_province_list_fr() {
  return array(
    '43'=>'Franche-Comté',
    '04'=>'La Réunion',
    '73'=>'Midi-Pyrénées',
    '93'=>'Provence-Alpes-Côte d\'Azur',
    '82'=>'Rhône-Alpes'
    ...);
}