How to work around ORA-12705 when connecting to your database

You get:

ERROR:
 ORA-12705: Cannot access NLS data files or invalid environment specified

Solution:
Incorrect or misspelled NLS_LANG.

For example

NLS_LANG=AMERICAN_NORWAY.UTF-8

is incorrect.

However

export NLS_LANG=AMERICAN_NORWAY.UTF8

is correct.