At many airports the checked luggage is scanned while in site of the passenger. In those cases you can lock the case and standby to open it if it needs to be opened or leave it open and ask them to lock it when they finish. There is also a new lock on the market that the TSA can open without breaking. A cheaper option is to "lock" it with nylon zip ties. If they need to inspect they just cut them off.
That is how it is being done at MCO. I had to lock my checked luggage (to safeguard the firearm and ammunition inside). I stood by while TSA scanned it. They decided to open it to examine an item inside (not the firearm or ammunition). So I gave them the key, they opened it, examined it, closed it up, and gave me back the key.