This speaks specifically to roadblocks, as I am unsure about such "lockdowns," especially when considered in various contexts such as active shooters, terror attacks, etc.
Police usually need at least reasonable suspicion that a law has been violated in order to pull a driver over. However, the Supreme Court has recognized that sometimes there are special law enforcement needs. When those needs are present, the Supreme Court has approved of police setting up roadblocks to stop drivers without the police having any suspicion that that drive had violated a law.
There are two things that must be true for any given roadblock to be deemed appropriate. First, it must stop vehicles on a neutral, articulable standard. (An example is: "all cars"). Second, the roadblock must be designed to serve the police officers' efforts closely related to a particular problem regarding vehicles and their mobility.
A roadblock to test for drunk drivers: valid due to the extent of the problem of drunk drivers.
A roadblock to search cars for illegal drugs: invalid because its only purpose is to detect evidence of a regular crime (in other words, it has nothing to do with driving).
Addendum to address fixed checkpoints based on comment:
I came back to this and wanted to expand on the fixed checkpoints, which are checkpoints run by the border patrol inside of the US border. Crossing the checkpoint, a vehicles slow down and officials peer inside. Vehicles may or may not be asked to stop.
Border officials may operate such checkpoints in order to look inside of crossing vehicles and they may do so without a reasonable suspicion that the car includes illegal aliens. They also do not have to be approved in advance, so there is no prior evidence-gathering needed to put one up. Further, officials can point a car to a secondary pull-off location for limited inquiry, also without a reasonable suspicion. It does not require the higher standard because the nature of the secondary pull-off search is not as intrusive as that of a roving stop (where the official is part of a roving patrol and may stop vehicles but does require a reasonable suspicion.). This decision was justified because of the fact that the nature of smuggling makes finding a "reasonable suspicion" standard impractical while not being a great intrusion on Fourth Amendment rights.