Word for the thief's key that can unlock anything

The things that thieves actually use to open doors is called a lockpick or picklock. These are actually quite tricky to use, and won't work on all locks, although they do work on many of them.

A master key is something that is made to open all the locks in one building or set of buildings. Generally, managers and janitors have these. But these (or at least, the ones in actual use) don't open all locks; just locks that have been made so as to be opened by this specific key.

A skeleton key is a key that has been (probably illicitly) filed down so that it will open all of some particular class of locks. I don't believe that skeleton keys work on most modern locks, but they do work on old-fashioned types of locks, and so in the past they would have been very useful to thieves.

If you are talking about some mythical key that opens all doors easily, I don't believe there is such a myth in the English-speaking world. If such a myth actually existed, it might be called a

universal key,

and in fact, Googling universal key shows that it indeed has been used with this meaning

You are probably looking for passe-partout:

something that secures entry everywhere, esp a master key

Also skeleton key or passkey:

A skeleton key is a key which has been specially made so that it will open many different locks.

(Collins Dictionary)

You could call it a master key

: a key designed to open several different locks

• Similarly, hotel rooms around the world are vulnerable to a hack that lets an intruder mimic a hotel's master key and open any door.

Brian Barrett, WIRED, "Security News This Week: The Biggest DDoS For Hire Site Goes Down," 28 Apr. 2018

or a skeleton key

a key that will open several doors

Thieves may have used 'skeleton key' in Wigan break-ins

What about a master key

master key (noun)

1. a key that opens several locks, each of which also has its own key.

(Oxford Living Dictionaries)