TSA didn't relock my bag after they opened it. How can I lock it?

Not a solution for the current problem, but for future reference it may be good to keep in mind: As others have pointed out, TSA-compliant locks are a joke and a waste of money. They are not secure and do not serve the purpose (any more) that you would traditionally expect from a lock. Too many non-TSA people can also open them (besides possible criminal minds at the TSA). Better not to rely on them or use them.

I have traveled to the US only once under the TSA regime, but have a US-based travel agent friend that travels in and out more often. The protocol I and her family (as well as many of her clients) follow with luggage is the following:

1. Use inexpensive/scruffy-looking luggage (it attracts less attention as possibly containing valuables.) My favorite and preferred is a chinese mass-produced black non-label nylon fabric with zipper sport bag with a hard floor and wheels on the back edge - it has traveled all over Europe and to the US as well as locally. I also like the fact that it is more flexible packing-wise than the hard clamshell-type luggage.
2. "Lock" luggage using cable ties (contributes to the "nothing valuable here" look, can be easily opened by the TSA if needed, but discourages quick/surreptitious (opportunistic) pilfering. As a bonus, you can detect if it has been opened.)
3. Provide some extra cable ties topmost inside each bag (for the convenience of the TSA when they deem it worth their trouble to reseal your luggage. You need to remember exactly how many you provided, additionally you could provide all different colors. If one is missing, this is additional confirmation that your bag was opened.)
4. Take all valuables and items not easily replaced in carry-on luggage. Deem everything in your checked-in as expendable and make contingency plans in advance for the case when something of it gets lost (or delayed, another headache with a similar solution). E.g. take a change of clothes, small quantities of toiletries, and all medication in carry-on. Obviously, the bulk of your clothes and shoes are checked-in - it would be nice to keep them but they can be replaced in a pinch.
5. Pack your luggage so that it attracts less attention from the TSA when put through a scanner, to minimize the need for opening and visual inspection (or pilfering by the presumed bad apple). For instance they recommend to pack shoes uppermost, where they can be inspected easier on the scanner as not containing whatever they are looking for. Also, pills are bound to attract attention (possible drugs) so rather have them in carry-on where they can be taken out for inspection if needed. If you are on important chronic meds, always take them as carry-on, as even delayed luggage will mean a break in your medication schedule - and one is not always able to obtain replacements in a different country.

In our limited experience, so far so good, no losses yet.

Get your own key for the TSA lock. Unfortunately for the traveling public in the US, these locks are notoriously insecure. Keys for them can be had for $10 or less on eBay. (example)

Just had the same problem - bag could not be locked as all combinations even the right one opened the bag. Simply grabbed a small screw driver, inserted it in the key lock and turned it back to the 'red dot' on lock. Now bag can be locked and unlocked via the code. By the Way, I could not turn the lock back again to the open postion....all good now!

We stopped by at a tsa office at the airport and asked a “nice” agent to help you with their special key. They can fix it in seconds if you meet a “nice” agent. Good luck!

This happened to me, too. The TSA agent at the airport managed to lock it. However, he told me that these locks are meant to lock back automatically when the key is removed in the open position. He also said that if their key is moved to the locked position, the key cannot be removed without damaging the lock. He could get the lock “unstuck”, so now the lock works. If this happens again, I’ll have to take it to the repair shop...