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.