Assuming you are talking about an all-wheel drive car with a center differential, the answer is 50 mph.
The center diff lock prevents the wheels from spinning at different speeds which can happen when one wheel has more traction than the other, such as when driving on slippery or uneven surfaces. When the center diff is locked, all four wheels are forced to turn at the same speed which gives better traction and control.
However, because all four wheels are turning at the same speed, this also means that there is more friction and resistance. This is why you should only drive with the center diff locked for short periods of time and at lower speeds. Once you start going faster than 50 mph, it's best to unlock the center diff so that the wheels can spin at different speeds again.