In Verdistis, in the cellar of the Ducal inn, Finnigan will offer you a quest to steal his magic lockpicks from the city watch building. In a game started in the patched disk version you could return the lockpicks to complete the quest, then buy them back (he was also a decent trader, and had a fair chance of having poison potions, traps, etc in addition to random potions and equipment). With an unpatched disk version, or in the Steam version, it is better to keep the lockpicks and not complete the quest, since they can not be bought back (and he has little or no inventory to trade with).
In an unpatched disk version or the Steam version the lockpicks will disappear if you drop them on the ground (they are fine in the updated disk version), though there is a way to get them back (using the
Lost Items procedure).
Finnigan's lockpicks are unbreakable, so you no longer need to carry around a stack of regular lockpicks, and give a stat boost while in your inventory.
