From Bulbapedia, the community-driven Pokémon encyclopedia.
The Lock Capsule (Japanese: ロックカプセル Lock Capsule) is a special key item present in Pokémon HeartGold and SoulSilver. It has no use in these games and is not legitimately available. Regardless, it does have a use in Pokémon Black and White. The Lock Capsule has two different menu sprites, one for HeartGold and SoulSilver and one for Black and White.
In-game data reveals the following about the Lock Capsule: a menu option "VIEW LOCK CAPSULE CARD", event data "The Lock Capsule is held in the strictest safekeeping." and "The Lock Capsule was delivered safely!".
Its in-game data is similar to the Manaphy Egg, which can be transferred from Pokémon Ranger to any of the five Generation IV main series games. The Lock Capsule itself is transferable to Pokémon Black and White, where it can be opened to reveal the exclusive TM95 (Snarl).
The Lock Capsule is rendered moot in Pokémon Black 2 and White 2, as TM95 is available without it.
|| A sturdy Capsule that can only be opened with a special key.