Since the Theft act of 1968 the UK has had an offence of "Going equipped for stealing" [1]

It can cover any otherwise-legal item (bolt cutters or gloves for example) if it can be shown it was for use in a theft; and with items that are made specifically for burglary or theft (a lock-snapping bar or a foil-lined shoplifting bag for example) possession alone is illegal.

[1] http://www.legislation.gov.uk/ukpga/1968/60/section/25

I work in England but a co-worker here mentioned that the law says he can't carry them unless he had a very good reason e.g. he is a locksmith.

"Going equipped"

http://www.legislation.gov.uk/ukpga/1968/60/section/25

(1) A person shall be guilty of an offence if, when not at his place of abode, he has with him any article for use in the course of or in connection with any burglary or theft.

2) A person guilty of an offence under this section shall on conviction on indictment be liable to imprisonment for a term not exceeding three years.

3) Where a person is charged with an offence under this section, proof that he had with him any article made or adapted for use in committing a burglary or theft shall be evidence that he had it with him for such use.

It varies from state to state.