It can be pretty crazy. I see them collect in weird areas, sometimes around street posts, gas lines, bike parking spots, all over the place. When I'm helping a buyer it is always an adventure to find where the agents are hiding them.
Generally speaking, lockboxes are frowned upon here in Brooklyn. I do not use them and especially in condo or co-op buildings where owners are taken aback by that black plastic box that some real estate agent affixed to thier building.
I have yet to encounter a locked box used anywhere in Manhattan or the downtown neighborhoods of Brooklyn. Condo buildings would generally have doormen, and they would not let someone in who they could not verify with a call to the apt. that they had legitimate business in the building.