http://www.amazon.com/Practical-Lock-Picking-Physical-Penetr...
I read the first half in a day, and was picking locks successfully the next day. Just remember the golden rules: (1) only pick locks you own, (2) don't pick locks you depend on (they're easy to break.)
If you look at TOOOL's site, they sell a nice beginner toolkit for $30. Love it.
To be fair, it's not explicitly banned AFAIK, and it's a bit of a niche book (but it's famous among the respective hobbyists).
Also, to their credit, I looked up a bunch of other must-not-be-named titles you usually don't find in public libraries, and they did have most of them.
[1]: https://www.amazon.com/Practical-Lock-Picking-Physical-Penet...
[1]: https://www.bklynlibrary.org/search?search=practical+lock+pi...