Many people that are interested in puzzles are also interested in lock-picking. Although no expert, I am no execption. The following is a small collection of links I've found around the web that might be of interest.
- http://www.wikihow.com/Pick-a-Lock Has nice graphics and a video showing how it is done.
- http://www.lockpicking101.com/ Has FAQS, VIdeo and lots of links.
- Hacking BMW locks
- Here is how to make shims out of soda cans.