French Train Station Lockers
 

since Operating Vigipirate was launched several years ago after a spate of RER/metro bombings by domestic terrorists most train station lockers in France were closed, and things such as waste baskets were removed from train stations and crowded public places. Some lockers remain open however, and according to the SNCF, these are:
Paris Austerlitz; Paris Lyon; Paris Montparnasse; Paris Nord; Marne-la-Vallee-chessy; Avignon; nantes; angers; Bordeaux; Toulouse; Marseille; Nancy; Strasbourg; dijon; Lyon part-Dieu; Lyon-Perrache
Nice is missing from the list - could that major station not have luggage lockers?
the list does not include Paris-Est though lockers have been in operation there for the past several years, including in Sep 2004 when i was last there.
Luggage is scanned before you gain access to the lockers, which cost 3.5 euros for small and 5 euros for medium; 7.5 euros for large locker

I wouldn't know for Nice precisely, but I can tell you this list is not complete, because I left luggages in several other smaller train stations (actually, until now, it was possible each time I needed it. Of course, I don't often need it, so it could be just luck, but I doubt it).