For unlocking locks, of course. Lockpicking is a popular hobby, and it's useful when people lock themselves out of their houses, cars, lockers, etc. It might even be you who forgets the keys.
Naturally if the police answer a skulker report and find you running away from them and hiding in the bushes any lockpicks found on your person will be introduced in evidence. Even under less suspicious circumstances, if you are legally searched for some reason lockpicks could get you into trouble. If you take up lockpicking as a hobby it would be well to tell everybody you know about it; make yourself famous for helping out your neighbors and coworkers.
Even if you never carry picks but only practice your hobby at home it can be useful in letting you (and your friends and relations) know how easy it is to pick many of the locks on the market. Some can be opened about as quickly with a couple of bent paper clips as with the key -- a good thing to know when you're buying a lock.