Verified answer

In Oregon, one can be convicted of possession of burglary tools if he has a “burglary tool or theft device” and intends to use it “to commit or facilitate a forcible entry into premises or a theft by a physical taking” or allow another person to do the same (ORS 164.235). Lock picks are considered burglary tools under this statute.

So technically, legal. As long as the police don't find you near the scene of a burglary with your picks. But still not a good idea.

However there is new locksmith legislation, and this may have changed.

I am sitting here having coffee with a locksmith friend when I came across your inquiry. Asking him the question his statement is that it is illeagle to send a lockpick set to anyone in the mail. Are you a licenced locksmith? If not, you will have to hire one to get your lock opened.