i suppose they have the rights to open a locker if they are suspicious of anything illegal going on. as for bombs, of course you are scanned for explosives etc at the entry point of the bank. maybe not in all banks. but they should have appropriate measures in place. i might be completely wrong about this but i do not think bank employees are supposed to be present when you are putting stuff in or out of your locker. my experience is largely based on movies as i have personally never handled a bank locker maybe i am talking about swiss bank lockers and indian lockers might have totally different regulations in place! others might have a better idea.