In Cecil’s article about Houdini’s secret http://www.straightdope.com/classics/a1_041.html
he states that secrets such as escaping out of a sealed envelope without tearing it were unknown. Actually, this one is simple to do. Two envelopes, one you’re sealed in and one that’s sealed without you. Put a screen in front of the envelope you’re sealed in, rip your way out of the envelope, replace it with the untorn envelope and ta-da! Magic, right?
Most magic is this simple. If there’s an easy way to do this, then that’s the way it was done. You just didn’t see that.
However, his lockpicking abilities were not magic. He often used slight-of-hand to hide his lockpicks during searches and even hid them on the searchers themselves without their knowledge. A most talented man in these arts.