In countries where the theft of alloy wheels is a serious problem, locking nuts (or bolts, as applicable) are available-or already fitted by the vehicle manufacturer-which require a special adaptor ("key") between the nut and the wrench to fit and remove. The key is normally unique to each set of nuts. Only one locking nut per wheel is normally used, so they are sold in sets of four. Most designs can be defeated using a hardened removal tool which uses a left-hand self-cutting thread to grip the locking nut, although more advanced designs have a spinning outer ring to frustrate such techniques.

Answer this question: when are wheel lock lug nuts commonly used? Let's give stream of consciousness first:
To answer the above question, the relevant sentence is: In countries where the theft of alloy wheels is a serious problem, locking nuts (or bolts, as applicable) are available-or already fitted by the vehicle manufacturer-which require a special adaptor ("key") between the nut and the wrench to fit and remove.
So, the final answer is In countries where the theft of alloy wheels is a serious problem.