Yap, got the answer from toscho's Answer from a WPSE thread. Simply quoting him. Using the Filter:Locale, hook your function:

add_filter( 'locale', 'wpse_52419_toscho_change_language' );

function wpse_52419_toscho_change_language( $locale ) {
    return 'bn_BD';
}

Place the code into your functions.php.

Yap, got the answer from toscho's Answer from a WPSE thread. Simply quoting him. Using the Filter:Locale, hook your function:

add_filter( 'locale', 'wpse_52419_toscho_change_language' );

function wpse_52419_toscho_change_language( $locale ) {
    return 'bn_BD';
}

Place the code into your functions.php.

Yap, got the answer from toscho's Answer from a WPSE thread. Simply quoting him, but made a little change as I got a Fatal Error directly using his code into my theme's functions.php:

Fatal error: Cannot redeclare get_locale()

Using simply get_locale() as a function name was causing the problem. So with love and respect to toscho, I changed his function name from get_locale() to toscho_get_locale(). Now it's working.

So, just paste them into your theme's functions.php:

function toscho_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 );
}

Using the Filter:Locale, hook your function:

add_filter( 'locale', 'wpse_52419_toscho_change_language' );

function wpse_52419_toscho_change_language( $locale ) {
    return 'bn_BD';
}

Yap, got the answer from toscho's Answer from a WPSE thread. Simply quoting him. Using the Filter:Locale, hook your function:

add_filter( 'locale', 'wpse_52419_toscho_change_language' );

function wpse_52419_toscho_change_language( $locale ) {
    return 'bn_BD';
}

Place the code into your functions.php.