When travelling to the USA customs have to have access to your baggage in order to search it. If you chose to lock it then you will need a TSA approved lock, this allows access to customs whilst securing the contents of your luggage.
TSA LOCK® is a global security system which allows passengers to lock their luggage, while permitting security authorities to inspect them without damage. The Transportation Security Administration (TSA), an agency of the U.S. Department of Homeland Security, was the first security agency to use the system.
A TSA Approved Lock is simply any lock that has the Travel Sentry logo on it. Travel Sentry was created in 2003 and is the group in charge of overseeing the creation and approval of luggage locks that can be opened by aviation security agencies like the TSA.
TSA-approved locks are unlikely to stop any criminal, and there is still the chance that the lock will be destroyed when the bag is checked. In the end, you should do what makes you feel safest, and the safest bet is probably to keep anything you value in your carry-on within your reach.
TSA has worked with several companies to develop locks that can be opened by security officers using universal “master” keys so that the locks may not have to be cut. These locks are available at most airports and many travel stores nationwide. The packaging on the locks indicates whether they can be opened by TSA