Look up Schuyler Towne & any of his animations. Also, I believe http://www.theamazingking.com/ has a lockpicking game on his site, but it is a little dated
Schuyler has an entire instructional series on lock picking on YouTube that's very good. He introduces the concepts and terms, uses cutaways to illustrate the mechanisms and walks through basic beginner techniques for common locks. Highly recommended.
https://www.youtube.com/watch?v=VVSL0liiWoc