The Doctor was skilled at lock picking, as they used their sonic screwdriver on many occasions to unlock doors. (TV: Rose, The Doctor Dances, Doomsday, Voyage of the Damned, Partners in Crime) However, it occasionally failed them, mainly on occasions where the doors were made of wood. (TV: Utopia, Silence in the Library, Empress of Mars)
Amy Pond once used her hair pin to unlock a padlock. (TV: The Beast Below)