Rear or front? A rear differential locking up may be normal is the driveshaft is restrained (in Park) and the differential is a Gov-Lock limited slip unit. Does the differential lock if the wheels are turned very slowly?
A front differential (or open rear) locking up can be caused by a pinion shaft slipped out of the carrier (loose or missing locking bolt), broken gear teeth, or other broken part locking into the gear teeth.