ShadowCopy is a simple tool which can copy files from a source folder to your chosen destination - even if they're locked by Windows.
You could use a regular backup tool to do this, of course, as most support copying locked files already. But that could be a little inconvenient. ShadowCopy aims to be a quicker, more straightforward solution: just specify your source (C:\Users\[YourName]\Documents, say), the destination (maybe D:\Backup), and the files to be copied (*.DOCX, *.* or whatever it might be), click Copy and that's it.
If you do need more control, though, there are a few options available. You can choose whether or not to copy subdirectories, for instance, or overwrite existing files, just by checking a box or two.
And if you want to do this regularly, the program's support for command line switches means you can run it from a script. Something like "shadowcopy c:\*.* d:\ /s" will copy everything on your C:\ drive - even if it's locked - to D:\, including all subfolders.
It's a shame ShadowCopy isn't portable, but otherwise this is a quick and easy way to copy locked files