Unless security requirements have changed in the last few days, you can lock your bags going to the USA. But returning from the USA you must either leave the bags unlocked or, as said above, use a TSA approved padlock.
I buy the TSA padlocks at drugstores in the US as they're cheap for sometimes the baggage inspectors don't reattach them after opening a bag.
Don't do as I once did, early on when these regulations came into force, and leave a padlock on the outside of the bag (ie attached to one end of the zipper). The baggage inspectors just cut off the zipper ends, thus making the bag unusable.