The SmartThings Arduino shield (SmartShield ?) uses a ZigBee radio, not Z-Wave, and it has firmware that is customized for SmartThings. XBee (v2 and above?) can be configured for SmartThings compatible ZigBee, and folks have hacked Cree lightbulbs for their ZigBee chips.
It is much harder to find Z-Wave boards for personal use due to license restrictions. I’ve heard of a couple for Arduino, but never seen one. You may be able to use a USB stick version, but … yech.
Locks often use “beaming” Z-Wave (encrypted / stronger security), which also complicates matters.
I’m not sure, for example, if you can “direct associate” a little Aeotec Aeon Labs Minimote or Keyfob to just any Z-Wave lock … but maybe some locks are compatible…
@JDRoberts will be able to give you a much more detailed answer, of course.