This article is from the Locksmithing FAQ, by Joe "Spike" Ilacqua spike@indra.com and Henry Schaffer hes@ncsu.edu, major data collection effort by Scott Anguish sanguish@digifix.com with numerous contributions by others.
This depends on where you are. In the U.S. the common case seems
to be that it is legal to carry potential "burglar tools" such as
keys, picks, crowbars, jacks, bricks, etc., but use of such tools
to commit a crime is a crime in itself. Call your local library,
district attorney, police department, or your own attorney to be
sure. Possession of potential "burglar tools" can be be used as
evidence against you if you are found in incriminating
circumstances. An example of a state law can be found in the
Viginia State Code: Section 18.2-94 _Possession of burglarious
tools, etc._ "If any person have in his possession any tools,
implements or outfit, with intent to commit burglary, robbery or
larceny, upon conviction thereof he shall be guilty of a Class 5
felony."
Note that the prosecution has to prove "intent". However, the law
continues: "The possession of such burglarious tools, implements
or outfit by any person other than a licensed dealer, shall be
prima facie evidence of an intent to commit burglary, robbery or
larceny." This means that the possessor can have a bit of an
uphill battle and has to convince the jury that this 'prima facie
evidence' is misleading.
Places where it *is* illegal to carry lock picks:
The District of Columbia, New York State and Illinois. New Jersey
law appears to make these illegal if they can work motor vehicle
locks. There may be many other places as well (such as Canada,
Maryland and California.) It can be hard to tell since the
relevant laws can be dealing with burglary, motor vehicles or
locksmith regulation, etc. This emphasizes the importance of
finding out for *your* area - and determining the applicability to
*your* circumstances (e.g., locksmith, full or part-time), repo
worker, building maintenance worker, ...
 
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