Whilst times are normal I would never use lock picks (except for practice purposes on locks that I own). However I feel it prudent to be prepared for a possible TEOTWAWKI situation when circumstances would be very different. Under conditions of serious emergency actions that would otherwise be a serious crime might be justified.
I will probably get flamed for saying this, but in my opinion carrying lock picks is more about being "Tacti-cool" than for any practical survival value.
As hikermor suggests, in a true TEOTWAWKI scenario, just using an ordinary crow bar to break into a locked space is quicker and less hassle than lock picks. My 12 gauge pump gun with slugs would probably also do the job nicely. Brute force methods also have the advantage that they work on keypad locks or various other high security locks which don't lend themselves to picking.
In non-TEOTWAWKI situation, just find the person with the key to let you in. If they don't want to let you in, you probably don't belong there anyway.