Do an actual full checkout of the source according to Google's directions.
As of Android 4.2, the keyguard source is at frameworks/base/policy/src/com/android/internal/policy/impl/keyguard. There's a mirror on GitHub you can look at online (I pegged this link to the JB MR 1.1 release in case the location changes again in a future release).
When this question was originally answered, Android 2.3 and lower had their lockscreen source at frameworks/policies/base/phone/com/android/internal/policy/impl.
You can also view these sources online in their GitHub mirror; that source is still kicking in the current repo, but hasn't been updated in several years.
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