Lockpicking in The Elder Scrolls IV: Oblivion can be a hassle since it's so different from the lockpicking minigame in later Bethesda RPGs. There's one item that can make your life a whole lot easier: the Skeleton Key. If you're fed up with breaking lockpicks all the time, the Skeleton Key is what you need...
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Where to find the Skeleton Key in Oblivion so you can stop breaking all your lockpicks
Source: PC Gamer (opens in a new tab)