Well,
Ye ask and Ye shall recieve.
I've been to a few of the majors, in essence of the who's who of non locksmith approved lockpicking competitions, there are a few that I know of, and there are probably a few more that I missed. But Here we go.
The ones that I count as the majors of what you should attend, for earning points in the European circuit are these.
The Dutch Open - TOOOL - Netherlands
And
The Deutsche(German) Open - SSDeV - Germany
Though both of these are more often than not to compete (Invite only).
But they do have year round competitions, but I do recommend e-mail Barry of TOOOL
and Steffen of SSDeV.
They do as best to my knowledge but it changes a bit year to year, how the scoring system goes, originally was in the chess system but I think it's a bit different now.
http://lockpicking.org/SSDeV/start.php
On that page it's in German of course but on the bottom you'll see the different clubs that have info up.
TOOOL-USA - The club I co-run in the US, has the domain but no site up, but don't worry that's going to change soon.(count on it)
Now for the US, mostly they take place at Defcon, called LPCon, during the events.
It looks like a great possibility that there will be one at HOPE 6 (Hackers On Planet Earth 6). This year, with possibly (don't quote me on this yet details are not ironed out.) TOOOL-USA, LSI, and a few other groups and people from the Euro groups coming.
As I said competition at HOPE may or may not happen but we ARE running a lockpicking village with boards for people to pick and get prizes etc etc.
So the main ones are to the best of my knowledge are.
The Dutch Open
The Deutsche Open
LPCON
For the Non-locksmith lockpicking competitions.
Though I do see more on the horizon but I can't comment on that just yet.
If you have any questions, don't hestitate to post here or PM me.
-Eric.