Not lock in the way it is normally thought of. You can take away user’s ‘edit_theme_options’ capability to prevent them from doing anything at all with widgets or theme options. You can do so by assigning a lesser role or defining a new role without the capability. There are plugins that make managing roles and capabilities fairly easy. It’s also possible to add or remove capabilities of specific users regardless of role. This is not advised though, as it can make user management difficult and confusing.
If one were so inclined, they could create a new widget by extending the original widget class and add in some sort of locking capability.
