We experimentally demonstrate simultaneous phase and group velocity locking of fundamental and generated second harmonic pulses in Lithium Niobate, under conditions of material phase mismatch. In phase-mismatched, pulsed second harmonic generation in addition to a reflected signal two forward-propagating pulses are also generated at the interface between a linear and a second order nonlinear material: the first pulse results from the solution of the homogeneous wave equation, and propagates at the group velocity expected from material dispersion; the second pulse is the solution of the inhomogeneous wave equation, is phase-locked and trapped by the pump pulse, and follows the pump trajectory. At normal incidence, the normal and phase locked pulses simply trail each other. At oblique incidence, the consequences can be quite dramatic. The homogeneous pulse refracts as predicted by material dispersion and Snell's law, yielding at least two spatially separate second harmonic spots at the medium's exit. We thus report the first experimental results showing that, at oblique incidence, fundamental and phase-locked second harmonic pulses travel with the same group velocity and follow the same trajectory. This is direct evidence that, at least up to first order, the effective dispersion of the phase-locked pulse is similar to the dispersion of the pump pulse.