You can buy lockpicks in Oblivion from a few specific shady merchants and faction vendors, not from normal shops.

Main places to buy lockpicks

1. Shady Sam (best early-game source)

  • Shady Sam is a hidden merchant standing outside the Imperial City walls, near the northwestern section of the wall between the Talos Plaza and Elven Gardens gates.
  • In most guides, you reach him by exiting near the Chestnut Handy Stables and following the outer wall until you spot him standing in the shadows.
  • He sells “shady” supplies, including lockpicks, and carries about 30 at a time, with his stock refreshing after a short in‑game time (often listed as daily or every few days).
  • This makes him the go‑to place to buy lockpicks before you’ve joined any guilds.

2. Thieves Guild fences

Once you join the Thieves Guild and complete the first quest, you gain access to fences who sell large quantities of lockpicks.

  • You must start the Thieves Guild questline and complete the initial job to unlock the main fences.
  • Fences like Orrin in Anvil and Luciana Galena in Bravil can have about 100 lockpicks in stock, and their inventory refills after a couple of in‑game days.
  • Lockpicks usually cost around 5–10 gold each depending on your haggling and disposition with the fence.
  • This becomes the most reliable bulk source of lockpicks for a thief‑style playthrough.

3. Dark Brotherhood merchants

If you join the Dark Brotherhood, their internal merchants also sell lockpicks, though typically in smaller quantities than Thieves Guild fences.

  • They are still a steady way to top up picks if you are pursuing an assassin build.
  • Guides note they have “enough for aspiring thieves,” but not the huge stacks that Thieves Guild fences carry.

4. One‑off early option: Armand Christophe

  • Before you complete the first Thieves Guild mission and officially join, Armand Christophe can sell you lockpicks in the Imperial City Waterfront garden after midnight.
  • He sells them one at a time at a flat price and is really more of a backup method, since it’s slow if you need a lot.

Other ways to “get” lockpicks (not buying)

Even though you asked where to buy them, it helps to know backup methods when gold or vendors are scarce:

  • Loot from enemies: Bandits and goblins, especially in caves and mines, often carry lockpicks, and locked chests in their hideouts frequently contain a few.
  • Dungeon chests: Many end‑of‑dungeon chests have random lockpick drops, so regular adventuring naturally refills your stock over time.
  • Console command on PC: Some wikis list the command player.additem 0000000a X to add X lockpicks (and 0000000b for the Skeleton Key), though this is obviously cheating rather than buying.

Quick recap

  • Early game: Go to Shady Sam outside the Imperial City.
  • Mid/late game: Join the Thieves Guild and buy from fences like Orrin, Luciana Galena, and others for big stacks.
  • Assassin route: Use Dark Brotherhood merchants as a secondary source.

Information gathered from public forums or data available on the internet and portrayed here.