Setting WPLANG from a plugin

In wp-includes/l10n.php you will find the function get_locale(). It offers a filter; you can set the language and ignore the constant:

function get_locale() {
    global $locale;

    if ( isset( $locale ) )
        return apply_filters( 'locale', $locale );

    // WPLANG is defined in wp-config.
    if ( defined( 'WPLANG' ) )
        $locale = WPLANG;

    // If multisite, check options.
    if ( is_multisite() ) {
        // Don't check blog option when installing.
        if ( defined( 'WP_INSTALLING' ) || ( false === $ms_locale = get_option( 'WPLANG' ) ) )
            $ms_locale = get_site_option('WPLANG');

        if ( $ms_locale !== false )
            $locale = $ms_locale;
    }

    if ( empty( $locale ) )
        $locale="en_US";

    return apply_filters( 'locale', $locale );
}

To change it per plugin use the filter 'locale'. Example:

add_filter( 'locale', 'wpse_52419_change_language' );
function wpse_52419_change_language( $locale )
{
    return 'de_DE';
}