I have seen a number of percussion altered muskets that sellers have claimed that US markings on the lock, or the American Eagle were removed by Confederates, or that it is at least a possibility because it was a common practice. However, every single one of these muskets has been a patent breech alteration (which were all done in the North) and the lack of markings was almost certainly due to the old flint mechanism screws being milled flat with the front of the lock.
I have also yet to see a genuine Confederate used musket with CS or CSA stamped onto the lock (excluding muskets which were actually manufactured with those markings).