Is there a way to search for locked files in the finder?
http://developer.apple.com/library/mac/#documentation/Carbon/Reference/MetadataAttributesRef/Reference/CommonAttrs.html Goes over all the attributes spotlight has, and it looks like you could possibly create a smart folder with any of these attributes, unfortunately none of them mention locked file status.

ls -lO | grep uchg will give you a list of all the files in a folder which are locked or unchangeable, but only in the terminal.