The Lockpick artifact can be found at The Black Gate, in the northern part of Udûn.
Lockpick, Second Age
"This simple metal prod is a burglar's best friend. The pick is small and easily concealed; it can be palmed or even hidden under the tongue with minimal effort. In the hands of a skilled thief, the pick can be used to quickly and quietly defeat most locks of non-magical origin."
"Sir, the situation is very confused…
How is it confused? I see the prisoners escaping, running towards the gates, which seem to have flown open by sorcery or sabotage.
Archers, stand down!
We're not wasting good arrows on those people. They've served their purpose: They're damned, they're damned well out of my hair. Mordor can take the whole stinking lot of them.
And send my compliments to the captain of the gates. I suppose he sent me this lockpick as some sort of joke."
Talion: "The last place we want to be is the one place we are doomed to stay, and the Outcasts fled it to escape Gondor."
Celebrimbor: "And it is here that the Dark Lord will gather his armies like pieces on a game board unless we stop him."