I've encountered some trouble with keyboard shortcuts when switching between English and Greek, but I'm having a hard time pinning down what exactly is going wrong. I've encountered this on Ubuntu 11.04 and 11.10, using the latest dev build. I don't have this problem with other applications (e.g., gedit or LibreOffice Writer).
The only sure-fire way to replicate the behaviour:
Remove ~/.config/sublime-text-2 (to make sure it's not a plugin or configuration issue)
Type something in English
Switch to Greek via keyboard shortcut. (Switching via the panel indicator appears to work.)
Type something in Greek
Press Ctrl+Z. Undo will not work.
I think that Sublime and Ubuntu and are not coordinating about the language switch.