Multilingual user interface (MUI) setups are really common in todays world. Mostly seen with NSIS setups. If your software is multilingual you don't need to maintain tons of setups (aka - one MSI for every language). Nevertheless the below is officially not supported by Microsoft, it's possible and widly used - also by Microsoft. The most popular software I came across in the last days is Apples Safari 5.x browser. I'm sure if you search more, you will find much more setups.
See Available Language Packs or Locale Identifier Constants and Strings for the available LangID's and cultures.
How are the multilingual user interface MSIs created?
Required software:

Batch example for automated MUI setup generation (WiX based setup):
[Build.cmd]
@ECHO OFF REM REM This script builds a multilingual MSI setup of MySoftware. REM REM Application settings SET ProductVersion=1.0.0 SET Culture=en-us SET MsiName=mysoftware-%ProductVersion% SET LangIDs=1033 REM Development tool settings SET WinSDKVersion=v7.1 REM Build the MSI with WiX Toolkit "%WIX%bin\candle.exe" mysoftware.wxs -ext WixUIExtension "%WIX%bin\light.exe" mysoftware.wixobj -ext WixUIExtension -spdb -out "ReleaseDir\%MsiName%.msi" -loc "Lang\mysoftware.%Culture%.wxl" -cultures:%Culture% REM Create mulilingual user interface (MUI) setup installer COPY /Y "ReleaseDir\%MsiName%.msi" "ReleaseDir\%MsiName%.MUI.msi" REM Generate setup translations CALL BuildSetupTranslationTransform.cmd de-de 1031 CALL BuildSetupTranslationTransform.cmd es-es 3082 CALL BuildSetupTranslationTransform.cmd fr-fr 1036 CALL BuildSetupTranslationTransform.cmd ja-jp 1041 CALL BuildSetupTranslationTransform.cmd zh-cn 2052 CALL BuildSetupTranslationTransform.cmd zh-tw 1028 REM Add all supported languages to MSI Package attribute cscript "%ProgramFiles%\Microsoft SDKs\Windows\%WinSDKVersion%\Samples\sysmgmt\msi\scripts\WiLangId.vbs" ReleaseDir\%MsiName%.MUI.msi Package %LangIDs% SET ProductVersion= SET Culture= SET LangID= SET LangIDs= SET MsiName=
[BuildSetupTranslationTransform.cmd]
@ECHO OFF REM REM Do not run this file at it's own. The Build.cmd in the same folder will call this file. REM IF EXIST "%1" = "" goto failed IF EXIST "%2" = "" goto failed SET Culture=%1 SET LangID=%2 SET LangIDs=%LangIDs%,%LangID% ECHO Building setup translation for culture "%1" with LangID "%2"... IF EXIST mysoftware.wixobj "%WIX%bin\light.exe" mysoftware.wixobj -ext WixUIExtension -ext WixUtilExtension -spdb -out "ReleaseDir\%MsiName%.%Culture%.msi" -loc "Lang\%ProductName%.%Culture%.wxl" -cultures:%Culture% cscript "%ProgramFiles%\Microsoft SDKs\Windows\%WinSDKVersion%\Samples\sysmgmt\msi\scripts\WiLangId.vbs" ReleaseDir\%MsiName%.%Culture%.msi Product %LangID% "%ProgramFiles%\Microsoft SDKs\Windows\%WinSDKVersion%\Bin\msitran" -g "ReleaseDir\%MsiName%.MUI.msi" "ReleaseDir\%MsiName%.%Culture%.msi" "ReleaseDir\%Culture%.mst" cscript "%ProgramFiles%\Microsoft SDKs\Windows\%WinSDKVersion%\Samples\sysmgmt\msi\scripts\wisubstg.vbs" ReleaseDir\%MsiName%.MUI.msi ReleaseDir\%Culture%.mst %LangID% cscript "%ProgramFiles%\Microsoft SDKs\Windows\%WinSDKVersion%\Samples\sysmgmt\msi\scripts\wisubstg.vbs" ReleaseDir\%MsiName%.MUI.msi del /Q "ReleaseDir\%MsiName%.%Culture%.msi" del /Q "ReleaseDir\%Culture%.mst" goto exit :failed ECHO Failed to generate setup translation of culture "%1" with LangID "%2". :exit