Comment by empathy_m

US lockpicking enthusiasts tend to know their states' laws (see e.g. https://www.toool.us/lockpicking-laws.php)

In general it's probably okay to bring your picks somewhere in most parts of the country if you're a hobbyist.

In general it's a bad idea to carry picks if you're doing anything that a prosecutor could construe as breaking into a building to steal things. This is an area to be particularly aware of for urban exploration, where trespassing is bad but burglary with burglarious tools is like felony bad.