Yes they will, but only if it's an unusual one. If you're frequently logging from different countries (But the same location in each) they don't seem to take any notice of it. However, if someone starts to use it from a different country then sometimes they will. Especially if it's an IP with a dodgy background.
The most common reason for a lock is someone tried to manually recover your account and failed, so they locked it to stop anyone being able to access it - Which also lets the original owner come forward (if the failed recovery was by a hacker) and un-lock the account, pretty much verifying that the failed recovery was an attempt to hijack the account.