I don't have any personal experience, but I work with a residency program and as a part of their community med curriculum we toured a jail and their medical facilities. The doctors that worked there seemed to really love it and most had been working there for many, many years. The doctor that gave us the tour told us that they operate under a different set of rules and budget than the jail rules and budget (sorry I forget the technical terms). Therefore they have a lot of leniency of the money that they spend and essentially can get any treatment for a patient that is needed. There goal is truly to take care of the health of the people that are there regardless of their alleged crime. So if a patient needs a chemo treatment that costs 50k then they get it. Therefore she said it was very rewarding to be able to take care of people without having to worry about insurance/payment issues, especially for patients that are most in need as is often the case in jail settings. Obviously working in a jail certainly has it's challenges, but I do think there can be positive aspects and I've thought about it. Obviously locums is likely a little different and I'd be sure to do your best to get a clear picture of what you'd be getting yourself in to.
