I'm so sorry, I was incorrect. I briefly owned a Nexus S which had an unlocked bootloader. I currently own a Motorola Photon, and even though there are ways to flash the bootloader, doing so cripples 4g (I believe this is by design).

Most of the non-Nexus phones technically have a locked bootloader, so that people can only run firmware signed by the carrier. In practice, there are ways of jailbreaking the vast majority of locked phones, but there are some people who don't want to void their warranty or don't want to use community ROMs.

AFAIK (and some google searching seems to confirm) the Galaxy SII does not have a locked bootloader. I believe that the original Galaxy S was also unlocked.

So which Samsung Android devices have locked bootloaders?

Motorola and HTC tend to lock their bootloaders more often (though this situation is improving).