Multiple commands in an alias for bash

The other answers answer the question adequately, but your example looks like the second command depends on the first one being exiting successfully. You may want to try a short-circuit evaluation in your alias:

alias lock='gnome-screensaver && gnome-screensaver-command --lock'

Now the second command will not even be attempted unless the first one is successful. A better description of short-circuit evaluation is described in this SO question.

Try:

alias lock='gnome-screensaver; gnome-screensaver-command --lock'

or

lock() {
    gnome-screensaver
    gnome-screensaver-command --lock
}

in your .bashrc

The second solution allows you to use arguments.