[Kyng]

Disclaimer: I am not responsible with what you do with this knowledge, lock picking is legal in just about every state in the US but having lockpicks on your person without a valid reason is considered possessing burglary tools so I wouldn't carry them around with you in case you get searched.

According to this blog post, it's the same thing in the UK. Lockpicking itself is legal (and there are no restrictions on it in the home); however, you don't want to get caught with lockpicks out in the street.

It's not something I've ever done myself, but it looks like a fun hobby! Not that I'd ever use it for anything nefarious, of course  .