As with most issues relating to property and rentals, whether or not your roommate can change the locks on you depends on what state you’re in.
Some states would allow him to do that—but only if he is the actual owner of the house and you did not have a written lease or rental agreement. Most states would require him to at least provide you with a written notice of eviction and several days to move out. And in some states, he would have to go through the entire formal eviction process. But again, he could only do that if he owned the house. Even then, he wouldn’t be allowed to simply change the locks on you.
You should double-check the laws regarding tenant and landlord rights in your state. Then, you may need to report him to the police—his behavior is likely illegal. Again, though, it all depends on what state you’re in.