In a game started after installing the 1.33/1.34 patch, Finnigan regularly has lockpicks, traps and other goods for sale.
Did you steal Finnigan's magic lockpick yet? They are unbreakable, and give a +20 agility bonus. In a game started with version 1.32 or before, giving him back the lockpicks was final. In a game started after 1.33/1.34, you can return the lockpicks, then buy them back.
If applicable, see
How to get Finnigan's lockpicks back.
