I used to lock my guitar cases when left in church around children or when flying, but now since if you lock your instrument while flying you run the risk of a forced case entry by security, I never bother anymore.
I don't lock 'em...but I do case 'em after I play them. I do lock the door to the music room however, I don't like my daughter's friends coming over having access......plus, I already had one mishap with my late dog and a JP. Why play with fire if you don't have to?!?
Well, ever since I found my bass laying strings down on the bandroom floor one day when walking into 3rd block, i've kept it locked at school. God forbid me finding someone playing my bass without prior persmission. That's just not a pretty sight. Don't have to worry about that school anymore though.