However, [Sean] has demonstrated how to create a lock picking set with ordinary paperclips in the video embedded at the end of this post. Wikihow also has these awesome instructions on how to ...

Only practice will teach you how much torque to ... not according to [Lance] over at [Sparks and Code], who thought that building a lock picking robot would be an interesting challenge.

Successfully picking a lock in Oblivion requires you to set each of the lock's tumblers permanently in place. The lock opens if you get it right, and your pick breaks if you get it wrong.