It is theoretically possible for a user to exceed the maximum number of login attempts defined by policy. (Especially by using password change attempts.)
For instance, say your lockout policy is 5 bad login attempts.
A user could attempt 4 logins against DC1,
then they could attempt 4 logins against DC2,
and still not get locked out after the first bad login attempt against DC2.
From https://technet.microsoft.com/en-us/library/Cc772726(v=WS.10).aspx, which is essential reading for all AD admins:
When a bad password is used in an attempt to change a password, the
lockout count is incremented on that domain controller only and is not
replicated. As such, an attacker could try (# of domain
controllers)*(lockout threshold -1) + 1 guesses before the account is
locked out. Although this scenario has a relatively small impact on
account lockout security, domains with an exceptionally high number of
domain controllers represent a significant increase in the total
number of guesses available to an attacker. Because a user cannot
specify the domain controller on which the password change is
attempted, an attack of this type requires an advanced tool.
In addition, when authentication fails at a domain controller other
than the PDC emulator, the authentication is retried at the PDC
emulator. For this reason, the PDC emulator locks the account before
the domain controller that handled the failed-password attempt if the
bad-password-attempt threshold is reached.
So normally, you will not see a regular every day user exceeding the lockout threshold, but it is possible to exceed the defined lockout threshold with an automated tool that's fast and can outpace AD replication.
Key takeaway here is that urgent replication doesn't mean instantaneous replication.