It is mentioned here that Eames is a warlock. Then why did he have to steal a crossbow? Don't all warlocks have their own crossbows?

No. Only some do, it is rare. And if they do, they most likely conjured one up :) --Merry Christmas: Executive Manager / Main Admin / Khan TalkContribs  Sandbox  Email  21:19, November 29, 2010 (UTC)

Warlocks are known to use athames, crossbows are used by Darklighters.