Steering wheel locked up

Has it thrown or broken the belt?
When you say locked do you mean real hard to turn or the locking pin has engaged?

have seen mechanical issue inside steering box (balls that run on worm drive of input shaft jam due to wear) that causes steering to lock up, it means replacing the steering box

Sounds like a belt--
Belt provides rotation for the power steering pump, alternator, and water pump.

Hope this helps!

Power steering pump is locked up or belt broke.

Check that the belt that drives the power steering pump hasn't broke, then check the fluid level in the power steering resevoir, If all is okay then most likely the power steering pump has failed.

Try turning the steering wheel (hard) right and left while turning the key. Steering lock , and ignition lock work in conjunction with each other.

It is most likely you just turned the wheel to the farthest limit of its travel, and the power assist cutout at that point.

Check your fluid level to make sure its up to where it should be.

If fluid is fine, I wouldn't worry about it...it is fine and a normal occurance.

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Although the car is not in front of me, it sounds like when you park ( is this parallel parking ? ) your steering wheel is turned hard to the left or right, which creates extreme pressure on the steering wheel lock. In order to help overcome this problem, you must "armstrong" the steering wheel in the same direction the front wheels are turned. Locking up on the freeway with this same issue. Highly unlikely.

I doubt it's your 4x4. Most transfer case will start turning the front driveshaft, meaning that BOTH front wheels would try to turn.

Could be a brake pad/caliper locking up on your left wheel. That'll make that wheel turn slower resulting in the veering left.

Could also be a wheel bearing. However usually you'll hear a grinding noise to go along with that. And it'll pull rather consistently in that direction rather than suddenly.

Or, what first comes to mind is that your steering box is loose, or the gear inside the steering box is stripped in one spot. Or your front tie rods could be shifting or possibly ball joints. These would cause a sudden shifting/veering.

All of these things are front end related. And also very dangerous. Take it down to any alignment shop, have them put it on a lift, and diagnose immediately.

Worse case scenerio is that a front end part breaks and sends you out of control and into someone else. Please get it checked. A diesel Suburban could do a lot of damage.

The steering lock consists of a hardened pin and it may not be releasing any more although it shouldn't interfere with the turning of your key, just your steering unless the Geo is done differently.
If it was mine, I would get a little rough with it and turn the steering wheel hard from left to right while trying to turn the ignition key. 
Even disassembly is not easy since the lock area is supposed to be secure so it cannot be easily defeated.