Is the NHL lockout still going on?

No

Latest Lockouts

NHL
Ended Jan 2013, there will be a short season. They also lost the entire 2004-05 season due to a lockout.
NBA
2011. It delayed the start of the 2011–12 regular season from Nov 1, 2011 to Dec 25, 2011. Instead of 82 games, the regular season was 66 games.
NFL
2011. Free agency and training camp time was missed, but no games were.
MLB
1990. Most of spring training was canceled, and the season had to be pushed back a few days, but all 162 games were played. However, the players did strike mid-1994, wiping out the entire postseason.