In this case the idiom is: call lock() for all the mutexes that you need to lock for that critical region, than create a lock_guard for adopting each of them, so that you have them automatically released till the end of scope - even in case of exceptions.
This should be enough for the normale usage, but sometimes we need more flexibility. That could be the time for using unique_lock (or equivalently, if you are using its boost implementation, its boost::mutex::scoped_lock typedef).
Doesn't make much sense in this case, since unique_lock adds a tiny overhead that is not required, but we can rewrite the original code in this way:
boost::lock<boost::mutex, boost::mutex>(m1_, m2_);
boost::unique_lock<boost::mutex> l1(m1_, boost::adopt_lock);
boost::unique_lock<boost::mutex> l2(m2_, boost::adopt_lock);
More interestingly, instead of adopting a mutex already locked, we could associate a mutex to unique_lock without locking it on construction, and then calling another overload of the lock() function, this one expecting in input unique_locks:
boost::unique_lock<boost::mutex> l1(m1_, boost::defer_lock);
boost::unique_lock<boost::mutex> l2(m2_, boost::defer_lock);
Keep in mind that if you use the latter setting you must call the lock() function version that works on unique_locks, because otherwise you would lock the underlying mutex but unique_lock wouldn't get this information, so it wouldn't unlock it on destruction. That means, unique_lock would be completely useless.