I have a fairly big Cannondale wedge. It unzips to become larger. However, I am not sure a lock would fit in there. Basically we don't use a lock if we ride our road bikes. My husband has a very big Carradice bag that he can fit on his road bike, but we never would leave our bikes anywhere, even locked up. If we get a sandwich to eat, one of us stays with the bikes and then we usually have a picnic.
We use the locks on our hybrids, which have panniers!