They are locked, by default. I bought it in a T-Mobile store, because my Nexus 1 died while I was travelling and needed something quick (it's an HTC Sensation 4G, which is the worst phone I've owned, possibly ever). Maybe they'll unlock it immediately if you ask them to, I dunno.

Hey I don't know why, but the same happened to me in the UK. Bought a phone outright from Three, then later paid them to unlock it. Silly.

So you can only use it with the vendor you bought it from? I guess the OP means bought with no plan. This is the primary use case for locking.