Have flown several times from LAX with KLM and AF over the last few years. Our luggage does not have TSA type locks and we always lock our luggage for the transfers at either AMS or CDG. As stated by Exraf, they ask you to take luggage to the X-ray machine and if locked you watch it being checked through the machine in case they need to open the luggage for an internal inspection, in which case they simply ask for the keys or combination of the lock. After going through the X-ray machine and cleared, they tell you it's okay and you and the security checked locked luggage are on your way! Never been a problem yet.