Well the area I'm concerned with most right now is New Jersey, and I've talked to local and state Law Enforcement, and my lawyer, and it is A O.K., as long as your not doing naughty things with them, and have them for legitimate purposes such, as a hobby, or for sport, or are a locksmith.
and naughty things I mean by,
( a link and quote from renderman, a well known hacker)
http://www.renderlab.net/projects/lockpicking/
I only pick locks that I have bought, been given, or have permission to pick. If I'm out behind a radio shack at 3am picking the back door, please bust my ass.
heh.