No, it's not.
No, it is not illegal to own lock picks in Oklahoma. Added: CAUTION! Although it may be lawful to own and carry them, unless you are a licensed locksmith who just happens to be working, if you are...
Yes. They're legal to own and carry in Colorado.
Yes. Lockpicks are legal to own and to carry in all 50 States.
Yes. They're legal in all 50 states.