In the chapter when you Return to the Hall of Heroes Plaza
Slide down the rails here:
Dismount to your right onto this area:
Behind the stairs there is a lock pick (don't go up these stairs, look behind them on top of some wooden beams):
Go back up and ENTER the hall of heroes, use the salt machine there, then go back out and the lockpick should respawn
Note: Firefighter will also have a lockpick also there is one in a bathroom stall in hall of heroes supposedly
Note: Maximum lockpicks you can carry is 30
Note: You can also use the vending machine every time, next to the hall of heroes entrance and possess it for unlimited money.