Kind of YDI, because these types of rules are kind of written somewhere and even if they didn't warn you which they did because "they insisted" I would I just say I keep it at home or my car, I mean honestly I doubt they wanted to really steal it. Is probably just a hard ass boss who likes to see his or her employees keeping their phones in their lockers so you won't be tempted to distractions. If you want a job, you can't just play by your own rules even if you don't use it, that's disobeying the standard rules of a work environment. Many companies prohibit you even bring it. Who really knows if you "never" used it.

You still did the right thing.

If the manager is checking your locker, if it is a he, he is probably looking to see what you are saying to your friends. Trying to see what you are saying to and about what, as well as checking into things that have saved passwords. I find it disturbing the manager was checking for your phone specific. Not everyone has a phone.

Could u bring ur own lock for ur locker?

FOR EVERYONE SAYING ITS AN INVASION OF PERSONAL PROPERTY ----- If he works in a medical facility it's illegal to have your phone in certain areas because you could photograph private medical records

So get your own lock.

Um... Car? Home? Give anyone who might need it the business's number in case of emergencies? Your boss sounds like Stalin's brother, no argument here, but it also sounds like you knew their policy when you "insisted" on breaking it.

So lock it in your car. This is your own fault.

OP I'm not up to scratch on laws in the States, is there really no 'unfair dismissal' laws or practices you could employ? That's ****** up and a breach of your privacy.