All checked bags are screened, usually by running then through a sophisticated scanner (more comprehensive than the x-ray scan that your carry-on bag receives). Sometimes the screening shows something that the inspector wants to examine more closely, and then the bag is opened for hand inspection (they're supposed to include a note in the bag when this happens). If your bag is locked the lock will need to be removed. A 'TSA' lock can be removed with a special key but only a supervisor has access to the key, so sometimes a lock just gets cut off anyway.

The rules are different overseas.