FULL PRODUCT VERSION :
java version "1.7.0_76"
Java(TM) SE Runtime Environment (build 1.7.0_76-b13)
Java HotSpot(TM) 64-Bit Server VM (build 24.76-b04, mixed mode)

ADDITIONAL OS VERSION INFORMATION :
Microsoft Windows [Version 6.2.9200]
(more, unknown windows versions reported by users)

EXTRA RELEVANT SYSTEM CONFIGURATION :
Windows time zone set to Minsk

A DESCRIPTION OF THE PROBLEM :
Windows time zone is set to Minsk, but java returns America/Bahia, both for timezone and formatted time.

Tested:
        System.out.println(new SimpleDateFormat("yyyy-MM-dd HH:mm:ss.S").format(new Date(System.currentTimeMillis())));
        System.out.println(new GregorianCalendar().getTimeZone());

REGRESSION.  Last worked in version 8u40

ADDITIONAL REGRESSION INFORMATION: 
java version "1.8.0_40"
Java(TM) SE Runtime Environment (build 1.8.0_40-b26)
Java HotSpot(TM) Client VM (build 25.40-b25, mixed mode, sharing)

STEPS TO FOLLOW TO REPRODUCE THE PROBLEM :
Set windows time zone to Minsk

Run:
        System.out.println(new SimpleDateFormat("yyyy-MM-dd HH:mm:ss.S").format(new Date(System.currentTimeMillis())));
        System.out.println(new GregorianCalendar().getTimeZone());

...and compare with windows clock

EXPECTED VERSUS ACTUAL BEHAVIOR :
EXPECTED -
The time printed by java should match windows' time
ACTUAL -
The time printed by java is 6h behind windows' time

REPRODUCIBILITY :
This bug can be reproduced always.

---------- BEGIN SOURCE ----------
        System.out.println(new SimpleDateFormat("yyyy-MM-dd HH:mm:ss.S").format(new Date(System.currentTimeMillis())));
        System.out.println(new GregorianCalendar().getTimeZone());
---------- END SOURCE ----------