Sometime a locked door cannot be picked because the lock is actually controlled by something else. To open the door you need to solve a riddle on a button:
"When is a door not a door?"
The answer is when it is ajar. In the room is a large jar filled with something. Place it on the button and the door opens.
Don't always assume that the way in is obvious. Sometimes the way is less obvious then you think.
A door appears to be locked. But it is not actually the way into the room. The door and its lock are fake and actually trigger a trap in front of it.
Look in the large wardrobe. There is a hidden bolt which when pulled causes the back to slide open revealing the way in.
Some doors are opened remotely. When you cannot open a door or pick its lock this might be the case. To open this door you need to find the mechanism controls it.
Look at the armored helmets on the shelf nearby. Figure out which one of them looks different from the others, remove it and press the button behind it to open the door. Put the helmet back so no one notices afterwards.
There is a large painting in the other room which shows the current room rearranged. Arrange objects in the room so they match the painting. Then close the door which should lock you in.
Still nothing? There was a person sitting the chair in the painting. Take a seat. A section of the wall should slide open revealing the passage to the next room. Enter it and look for a hidden door on the other side.
Pry the door open and end up in the closet of a third bedroom. Take the key on the table and unlock the door that you could not open from the other side.
Use that key to open the next locked door or container.
There is a clock in the room. Some clue you should find indicates that you need to arrange the clock hands to a specific time. Do this and the next clue on a slip of paper pops out:
It's a 6 digit number. "634597"
Use this as the code to open the combination lock on the next door or container.