In his book 40 DAYS, Alton Gansky relates this story:

Harry Houdini made a name for himself by escaping from every imaginable confinement — from straightjackets to multiple pairs of handcuffs clamped to his arms. He boasted that no jail cell could hold him. Time and again, he would be locked in a cell only to reappear minutes later.

It worked every time — but one. He accepted another invitation to demonstrate his skill. He entered the cell, wearing his street clothes, and the jail cell door shut. Once alone, he pulled a thin but strong piece of metal from his belt and began working the lock. But something was wrong. No matter how hard Houdini worked, he couldn’t unlock the lock. For two hours he applied skill and experience to the lock but failed time and time again. Two hours later he gave up in frustration.

The problem? The cell had never been locked. Houdini worked himself to near exhaustion trying to achieve what could be accomplished by simply pushing the door open. The only place the door was locked was in his mind.

Faith is not a complex process. It is not the result of years of education, pilgrimages, or flashy supernatural experiences. The door to belief is ready to open and is locked only in the minds of those who choose to believe it is.

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Some more versions of this story, and critical assessments:

Harry Houdini, the famed escape artist issued a challenge wherever he went. He could be locked in any jail cell in the country, he claimed, and set himself free quickly and easily. Always he kept his promise, but one time something went wrong. Houdini entered the jail in his street clothes; the heavy, metal doors clanged shut behind him. He took from his belt a concealed piece of metal, strong and flexible. He set to work immediately, but something seemed to be unusual about this lock. For 30 minutes he worked and got nowhere. An hour passed, and still he had not opened the door. By now he was bathed in sweat and panting in exasperation, but he still could not pick the lock. Finally, after laboring for 2 hours, Harry Houdini collapsed in frustration and failure against the door he could not unlock. But when he fell against the door, it swung open! It had never been locked at all! But in his mind it was locked and that was all it took to keep him from opening the door and walking out of the jail cell.

< http://www.sermoncentral.com/illustrations/sermon-illustration-rita-sims-stories-faithvsworks-forgivenessforothers-3741.asp >

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The Locked Door

In order to build interest in his traveling show, the great escape artist Houdini would frequently arrive in a town early and challenge the local jailer to try to keep him locked in a cell. If he couldn’t escape within an hour, he would offer the jailer a $1,000 reward.

In one town, he made the challenge and was dutifully ushered into a jail cell. As soon as the door clanged shut behind him, he began trying to find a way out. As the minutes slipped by, he soon found that this escape was going to be tougher than he had expected. He tried every trick, but he couldn’t find a way out. At the end of the time, the jailers found him sitting in the middle of the cell sobbing in frustration. He had failed.

The biggest surprise came when the jailer returned and discovered that he had forgotten to lock the door. Houdini could have walked out any time he wanted by just pushing the door open. The irony was that his escape route was one that he had never considered-an unlocked door!

So many times we have the door locked in our minds long before it swung shut behind us.

How many times have we failed because we didn’t consider the unexpected answer to our problems?

< http://message.snopes.com/showthread.php?t=14359 >

[This version is followed by critical assessments with the consensus being that the story of an unsuccessful escape by Houdini is apocryphal. Major biographies on Houdini do not mention such an event. Here is a different website that suggests there is truth to it:]

As usually told, the story goes that Houdini, while visiting England, would regularly escape from jails as a publicity stunt. He toured many major towns and cities, and managed to escape from the town or city jail in every case. There was one exception: a police jail cell in Preston, Lancashire. Houdini tried and failed to escape. Why did he fail? Because the cell had never actually been locked in the first place! Hence he was trying to ‘unlock’ a lock which wasn’t locked!

I can verify that this story has been around for a long time. I first heard it over 25 years ago, and it was old then. It is oft-recycled among those of us in the magic and deceptive trades.

I don’t think anyone is in a position to definitively declare it to be either true or false. Harry Houdini was a great publicist, and garnered a lot of publicity and press coverage in his time. Trying to sot out fact from fiction, hype, anecdote, rumour and old ‘urban legends’ would be nigh impossible in this case.

For what it’s worth, I have met at least two people who could fairly be described as experts on the life and career of Harry Houdini, and both said they reckoned the story was true. Also, given the method that HH usually used for his jail escapes, which I’m obviously not going to give away, the story is not implausible.

< http://boards.straightdope.com/sdmb/showthread.php?t=260718 >

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An account of an actual escape by Houdini:

Houdini’s Jail Escapes

Although the Handcuff Act rocketed Houdini to fame, what triggered such success were his series of “jail breaks” which he accomplished in order to prove himself the “elusive American” that he claimed to be. He gained his reputation as a “prison breaker” when playing various towns in the United States. While in Europe, he visited Scotland Yard and escaped from a pair of regulation handcuffs placed on his wrists by the Superintendent himself. He escaped in such a swift, surprising manner, that the Superintendent was amazed. His files contain hundreds of letters from police chiefs attesting that the escapes were real.

In 1904, Houdini presented himself to the Chief Constable to arrange a private display during the week, however, the Commander unexpectedly asked him to try what he could do right then and there. He was marched off to the cell and stripped of his clothes, which were placed in an adjoining cell, which was then triple locked. His cell was thoroughly searched and the door triple locked. At Houdini’s request, all the cells in the corridor were also locked and the iron gate at the foot of the steps was secured with a seven-lever lock. To the surprise of everyone present, Houdini joined them in the bottom corridor a mere five minutes after being locked in. In this short time, he had gotten out of the cell, opened another cell to retrieve his clothing, unfastened all of the remaining cells in the corridor and burst through the locked iron gate. For this act, he was presented with a certificate signed by the Chief Constable, as a witness to the amazing event.

Houdini performed similar escapes throughout the world. In Liverpool, he freed himself from three pairs of handcuffs, unlocked his cell door, and the doors of all the other cells in a local prison. In Washington, D.C., he escaped from Murderers’ Row where he proceeded to open the doors of eight other cells and shuffle the prisoners around, so that each was found in a different cell. In Boston City Prison, Houdini managed to escape the handcuffs and his cell as well as scale the prison wall and reach a phone half a mile away, where he phoned the prison Superintendent, all in 20 minutes.

When possible, Houdini visited the jail cell to test the lock with his key. Once he had brief possession of the key, he could sometimes make a wax impression of it using a small box filled with wax that he kept in his palm. From this impression, a duplicate key could be made at a later time. Sometimes, he was handed a master key that fit all the cells on the block. Once a duplicate was made of this key, Houdini could open numerous cells in quick fashion.

There was, however, the job of hiding the key. One of Houdini’s systems was to hide the key in his shaggy hair with a dab of adhesive wax. Another method was to fix the key under his instep using adhesive tape. Sometimes, Harry could gum the key beneath the prison bench or even under the lock itself, when pretending to examine it one last time. Houdini also had hollow-heeled slippers that swiveled open by pressing a hidden catch. The “hooked key” was another gadget used by Houdini, wherein he would simply hook the key to the back of someone’s clothing with a faint brush on the back, and retrieve it after being examined.

Houdini always had a last resort. Once, he thrust his hands through the bars of the cell and shook hands to admit defeat in a sporting fashion. However, the man was a friend of his who was wearing a ring with spring clip. During the handshake, Houdini took the key from the clip and escaped. On another occasion, his wife rushed to the cell and gave Houdini a long farewell kiss. The key was in Mrs. Houdini’s mouth at the start and wound up in her husband’s at the finish.

< http://www.thegreatharryhoudini.com/jailescapes.html >

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Finally, a historical and humorous ancedote on Houdini’s escape abilities:

In December 1914, Houdini was famously summoned to a private meeting at the White House with President Woodrow Wilson, who told him, “I envy your ability of escaping out of tight places. Sometimes I wish I were able to do the same.”

< http://www.dailymail.co.uk/news/article-2739713/Unlocking-secrets-Houdini-How-escape-artist-hide-handcuff-key-false-finger-taught-WWI-troops-break-spied-British.html >

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[Original illustration at this number was a duplicate of HolwickID #2075]