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Douglas Harper's Etymology Dictionary
lock-step

1802, in military writing, for a very tight style of mass marching, from lock (n.) + step (n.).\n\nLock-step. A mode of marching by a body of men going one after another as closely as possible, in which the leg of each moves at the same time with and closely follows the corresponding leg of the person directly before him.

[Thomas Wilhelm, "Military Dictionary and Gazetteer," Philadelphia, 1881]

\nFigurative use by 1836.
Wiktionary
lock-step

n. (alternative spelling of lockstep English)

Usage examples of "lock-step".

That she'd heard him meant the world to him, because from this point forward, she'd have to pick up on his senses, walk in lock-step with him, her every action tightly choreographed with his.

She moved and he followed, at the shuffling, big-footed walk which ring rotation imposed on them, a lock-step sweating haste, back along the D-curve, toward the cargo lift as it opened.