Locke was a man-at-arms sworn to House Bolton, and considered by Roose Bolton to be his best hunter. He was sent in pursuit of Jaime Lannister after the Kingslayer was freed from Northern captivity by Catelyn Stark. He was later sent by Bolton to hunt down and kill the remaining Stark boys, Bran and Rickon, but the encounter led to his death when Hodor, under Bran's warg control, snapped his neck.
Locke, described by Roose Bolton as his "best hunter", is dispatched to capture Jaime Lannister. He and his men soon track the Kingslayer down, and take him into custody, along with his escort, Brienne of Tarth.
En route to Harrenhal, Locke and his men attempt to rape Brienne but are persuaded otherwise by Jaime, who lies to Locke, convincing him that Brienne's home of Tarth - also known as the "Sapphire Isle"- is named such due to an abundance of precious gemstones, and that Selwyn Tarth would richly reward him for returning his only daughter alive and "unbesmirched". Emboldened by his success, Jaime attempts to barter for his release by reminding Locke of the wealth and power of his own father, Lord Tywin. This has an adverse effect, however: Locke, angered by Jaime's arrogance and complacency, mockingly asks him to dine with his captors before throwing him over a tree stump and putting a knife to his eye. He tells Jaime that he believes himself to be the smartest man there is, but that he is nothing without his "daddy" and should not forget it. Locke ultimately leaves Jaime's eye alone, but gives his captive a permanent reminder by severing his sword hand.
Locke and his men continue taunting Jaime on the ride to Harrenhal, forcing him to wear his severed hand around his neck and offering him horse piss to drink. When the weakened Jaime steals a sword and tries to fight his captors, they disarm him and Locke kicks him onto the ground, threatening that if he pulls something like that again it will cost him the other hand.
Locke successfully delivers Jaime and Brienne to his Lord at Harrenhal, who is not amused by his bannerman's latest actions and orders Locke to dispose of the severed hand. Locke proposes to send it to Tywin, which prompts Bolton to tell Locke that he will hold his tongue or lose it.
As Lord Bolton leaves to attend the wedding of Edmure Tully at The Twins, Locke receives a raven from Lord Selwyn Tarth offering 300 golden dragons to ransom Brienne, but Locke refuses, believing Jaime's lie about Tarth's wealth and thus that Tarth is shortchanging him. Locke also taunts Jaime as he sets to leave for King's Landing with Qyburn and Steelshanks, saying that he'll "take good care" of Brienne, and puts her inside the Harrenhal bear pit for his amusement and that of his men, giving the warrior woman nothing but a wooden tourney sword to defend herself from the animal. To Locke's frustration, Jaime comes back to rescue Brienne with the help of Steelshanks, who has no choice if he wants to fulfill Lord Bolton's orders to bring Jaime alive to his destination.
Locke reunites with his lord and assists Bolton with evading the Ironborn forces in order to re-enter the North and deliver his new bride to the Dreadfort.
Locke evidently enjoys a strong relationship with Bolton's bastard son, Ramsay Snow, greeting him like an old friend, and japing over their shared sadism. After Ramsay reveals to his father that Bran and Rickon Stark are alive and speculates they might have sought shelter with their bastard half-brother Jon Snow at the Night's Watch, Lord Bolton promises Locke 1000 acres and a holdfast if he finds the two boys.
At Castle Black, Locke infiltrates the Watch with the new recruits trained by Jon Snow and Grenn, proving himself skilled in combat. Pretending to befriend Jon, Locke poses as a one-time poacher from the Stormlands who chose to take the black rather than losing his hand, the penalty for hunting a partridge to feed his children, and jokingly laments that he still has to suck up to "highborn cunts" like Alliser Thorne. Later, Thorne sends Locke to fetch Jon, and sanctions Jon's expedition to capture or kill all the muteneers at Craster's Keep, which Locke volunteers to join. Jon points out that he cannot take a recruit, but Locke counters that Jon needs men who know how to fight and is willing to say his vows already, which Thorne allows.
After the Night's Watch group led by Jon arrive at Craster's Keep, Locke is ordered to scout ahead. While scouting, Locke encounters the hut in which Bran, Jojen and Meera Reed, and Hodor are held prisoner. Locke returns to Snow and the others to give his report on the mutineers, but lies about the hut with the prisoners, claiming that it is a kennel and that they should stay far from it so the hounds don't alert the traitors. The raid takes place that night. While the others fight, Locke goes to Bran and the others and introduces himself as a member of the Night's Watch's rescue party, but soon exposes himself as a threat when he slices Bran in the leg and threatens to gut the others in order to identify him. Locke picks Bran up and carries him into the woods, but during this process Bran wargs into Hodor, who ambushes Locke and kills him by snapping his neck so badly that it is partially torn from his shoulders.
Locke's mangled corpse is brought back to Craster's Keep by Eddison Tollett. Grenn openly wonders what could have killed him in such a gruesome way. Locke's treachery, however, remains unknown to Jon, who orders his body burned inside Craster's hut along with the other slain to ensure they do not return as wights.
After the Bolton army drives the remaining ironborn from the North and takes Winterfell, Roose Bolton asks Ramsay if he has heard anything from Locke. Ramsay informs him that he has not. Roose dismisses Locke's absence as unimportant, speculating that Bran and Rickon may already be dead.
Roose Bolton's best hunter, Locke shares the Bolton family's affinity for violence. He took off Jaime Lannister's sword hand after capturing him and Brienne of Tarth on their way back to the capital. Locke was killed at Craster's Keep when he tried to take Bran as a hostage for the Boltons.