Prior to Mac OS X 10.8 Mountain Lion, you could open Applications/Utilities/Console.app, pick the log called “secure.log” and then see whenever you recently logged in or unlocked your screen saver (with a password).
Starting in Mountain Lion, secure.log doesn’t exist anymore.
Now, that same information is available via an Applications/Utilities/Terminal.app shell command:
syslog -k Time ge -10h | egrep -e 'loginwindow'
This will get all of the syslog records chronologically for the last 10 hours and filter that with the term “loginwindow”. Based on that, you can then see each time you logged in–like what secure.log used to provide.