What follows is not official legal advice, only our interpretation of the law.
The law in regard to lock picking varies state to state and country to country. Below is a collection of information pertaining to Indiana laws as well as the laws of surrounding states. If you have information on other states not listed or updates to existing info we will gladly post it. If you have questions regarding the legalities of lock picking in your area please do your own research.
Indiana lock picking laws
Simply owning a set of lock picks is not a crime in Indiana. Indiana has a standard provision that basically means it's illegal to possess burglary tools. This means that using lock picks to commit a crime is against the law. You should not put yourself in compromising situations. If you are found by police while using lock picks or other locksmithing tools to illegally enter a location you will be arrested. If you are pulled over and found to have stolen goods in your car along with lock picks, then possession of burglary tools will likely be added to your charges. If you are detained by a police officer having a bad day and found to have picks on your person with no good explanation then you may also have problems. At that point it is up to the legal system to protect your lawful use of lock picks. In short, as long as you are a law-abiding citizen that only uses lock picks for hobby purposes then it is ok for you to have them.
Don't assume other states have the same regard to lock picks as Indiana. At this time Virginia, Washington DC, and Tennessee (as of 2007) are the only locations in the continental 48 we know of where mere possession of lock picks by non-locksmiths is a crime.
In 2005 there was an Indiana House Bill (1361) that was passed that would have required all operating locksmiths within Indiana to register with the State Police. This HB1361 did not make its way through the Indiana Senate though and I don't believe it was passed into law. While the bill did not seem to put any additional restrictions on possession of lock picks or registration of people participating in locksport, it was a a near miss. Only people actively practicing for-profit locksmithing would have been required to register.