i guess it was man made. and the lock where like a pad lock as guessed.
and nope mr macguyver where in jail and where freed.
anyway, i guess i got my answer: a big whopping NO it does not exist! could be made, but you probably end up locking yourself even more in jail then your captives did, not a good thing when trying to escape...
so thanks for destroying another cool movie gadget
hehe
but yeah, thermite is definitely a cool thing, after trying to find information about it, i saw possibilities of usage in the game, should be "easy" to cook up to (i mean, hey if mythbusters can do it...), when i say easy i mean relatively, in real life i would probably end up making a hole, all the way to china ("oh that is a sign for ounces... obs..."), in game i would mix it up in a half an hour...
(i have a big chemist score)