Somehow the SMALLEST case of that that I can think of is the one that bothers me more, and that's the locker in RANSOM FOR A DEAD MAN. Partly because of how EARLY it is - as if even Columbo shouldn't suspicious of the right person THAT early.
Also, Leslie is the kind of person you'd expect to keep it locked (sort of like Gene Stafford).

At the other extreme, there's the semi-comical one with Danny Goldman in DOUBLE EXPOSURE -
"We're not searching, we're looking."

In "Dead Weight" when Columbo arrives at the General's house, he tells the officer to check the yacht and that side of the house. The officer states he needs a warrant, Columbo tells him that he will ask the General permission. Did he ask the General's permission?

I'm sure if we over analyze every episode we could find at least one example of something Shady that the lieutenant did. As he stated in Columbo Goes to College, "there's very little that he wouldn't do to solve the case."

Here is a for instance. In Ransom For a Dead mMan, he looks through Mrs. Williams' locker, more specifically at the bag that she had in there. After the money drop.