In America, people without locksmith licenses can't legally buy bumpkeys, sadly. If I had a problem that a locksmith could solve with a bumpkey, I'd be quite annoyed that my payment to him is essentially a government subsidy coming out of my pocket.
I have heard that postal regulations prohibit mailing lockpicking tools though. I have not specifically asked a postmaster or checked on this.
I've been told by locksmiths that lockpicking tools are illegal in my state, yet no one can point out where state law says this. Thats because its not illegal here. Locksmith isn't even a licensed profession here.
That said, it is not that hard to design a lock that cannot be opened with a bumpkey, and there are now some locks that are so designed.