It sounds like the steering column is putting pressure on the lock cylinder. That's actually pretty common. When you turn it off, watch to be sure you've let go of the steering wheel first so it's free. It doesn't have to be straight ahead, just relaxed.
If that doesn't seem to be the problem, many newer vehicles require the brake pedal to be pressed before the ignition switch will turn. Intermittent contacts in the brake light switch can cause the lock to not release.
Caradiodoc
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Friday, January 21st, 2011 AT 9:17 PM