I was driving my Jeep home from a friends house n the driver side front tire started locking up. I thought I might have lost a brake pad or something so I took the tire off and the brakes were fine. Then I check my u joint on the axle n saw that it had a lot of play so I replaced it and it's still doing the same thing. I then took the cover off the front differential and there was absolutely no oil in there. It smelled like it got really hot. I checked out all the gears and they were all fine, put oil in, then tried driving again. Same thing. If anyone has any ideas on what I have not done yet that would be greatly appreciated!

 

I've also heard the transfer case drive chain will stretch n that has caused it to buckle up in there. Would that be something to replace?

 

Probably a sticky caliper, or possibly the brake hose.

 

Is the wheel locking up when you use the brakes or just randomly as you drive?
If it is only when you press the brakes then it is a caliper or rubber hose as Belvedere suggested. Replace both calipers and hoses and flush in fresh brake fluid all around.
If I locks randomly, then you may have a bad axle bearing from the no oil problem. No oil in the diff is a problem in itself. Where did it go? Find the leak.