Self-locking caster wheels?
It appears that the product description you seek is called a compression brake caster. The specifications I've found using those terms in a search indicate the mechanism within causes the brake to activate when weight is applied. I recall a library step stool from my early days in which the entire caster was enclosed in a tubular leg. The mount for the caster was on a spring, which was compressed when weight was applied, causing the load to be held on the cylindrical leg. This does not appear to be the method for compression brake casters.
I would offer links, but there are far too many and would represent product recommendation, considering how many different choices are available.