When you lock your screen, and then try typing your password to unlock it, your wallpaper doesn't obey the "Fit" settings (Zoom, Stretch, etc). This is a bug that needs fixing, and I'm not sure where to report this.
Assuming you're using one of the GNOME-based interfaces (this includes Unity and Unity 2D), screen locking is provided by the
gnome-screensaver package, so you can report it against that package, initiating your report by running
ubuntu-bug gnome-screensaver. Of course, you should make sure to read the bug reporting documentation carefully first.
If the bug turns out to be in another package (for example, if it's in the way other system components react after you've unlocked the screen), then it can still be changed to that in the bug report, after the bug report is submitted (though you might then be asked to provide additional information).
If this pertains to the display of the wallpaper after you have unlocked the screen, and not to anything that happens when the screen is locked or being unlocked, then you should probably report the bug against
nautilus instead of
gnome-screensaver (as Nautilus provides the desktop background, icons, and contextual menu).
You should try to describe the problem in as great detail as possible, and provide a picture of the screen if you can (if you can't take a screenshot because the screen is locked, maybe you have a digital camera...).