Leave them unlocked! If they decide something you have is a "weapon" it will be removed from my luggage before it gets to your room!
Our first cruise, my hubby's leatherman was removed from his suitcase. About an hour after bags arrived, a guy knocked on our door and gave him an envelope with a claim check in it to reclaim it at the end of the cruise. He said the guy had "a lot" of envelopes!