While he was still attending school, he was a daredevil performer in and on moving vehicles. Lock became fascinated with flying and even tried to build his own glider.
When the U.S. joined in on World War I in 1917, Lock joined the U.S. Army Air Service training in Austin, Texas. He became a flying instructor and an expert at wing walking to make aircraft repairs during flight. He would literally leave the cockpit and diagnose a problem from the wing, fix it, and then return to the cockpit whilst flying it.
By the end of the war, Lock was a 2nd Lieutenant and was assigned to military recruitment. He happened to see a barnstorming show and realized his flying talents were much more impressive. He left the army and joined the show with two of his military colleagues. They eventually bought their own airplane and started their own show. It opened the door for Lock in the movie business, where he performed aerial stunts for the camera.