I'm not sure I've ever seen a hotel with lockers. Part of it is probably not wanting to become a public luggage storage facility. The other is probably that, while lockers work well for modest-sized carryons, once you get into bigger suitcases like a lot of people travel with, you can't really lift them up to a locker that's off the ground.
Lockers (or luggage storage generally outside of hotels) are, in general, pretty scarce in the US--and at least a lot of Europe in my experience. It's one of the things that makes a regular hotel pretty handy; I can drop off my luggage the day I arrive or leave and not have to restrict my activities until it's time to checkin or depart.
They're very common in hostels, particular backpacker hostels, but that fits with having limited luggage. I've seen them once or twice in the cheapest hotels.
The main railway station in a European town sometimes has luggage storage. In Germany that's usually lockers, in countries with more history of terrorism (like the UK) it's a room with a metal detector and an attendant.
Lockers (or luggage storage generally outside of hotels) are, in general, pretty scarce in the US--and at least a lot of Europe in my experience. It's one of the things that makes a regular hotel pretty handy; I can drop off my luggage the day I arrive or leave and not have to restrict my activities until it's time to checkin or depart.