According to the Social Security Administration website, "Locket is not in the top 1000 names for any year of birth in the last 131 years" (
http://www.ssa.gov/oact/babynames/). There is also an expanded database with every name that was used at least five times during the year. I checked every five years from 1880 to 2005 and the name Locket does not appear. So, if Locket was ever used as a first name in the United States, it was less than five times each year.
I also checked the Office for National Statistics (England & Wales). "Historic Baby Names Ranks" has the top 100 names for every ten years from 1904-1994. Locket is not on any of those lists. (
http://www.statistics.gov.uk/statBase/Product.asp?vlnk=15282)