To investigate cognitive operations underlying sequential problem solving, we confronted ten Goffin's cockatoos with a baited box locked by five different inter-locking devices. Subjects were either naïve or had watched a conspecific demonstration, and either faced all devices at once or incrementally. One naïve subject solved the problem without demonstration and with all locks present within the first five sessions (each consisting of one trial of up to 20 minutes), while five others did so after social demonstrations or incremental experience. Performance was aided by species-specific traits including neophilia, a haptic modality and persistence. Most birds showed a ratchet-like progress, rarely failing to solve a stage once they had done it once. In most transfer tests subjects reacted flexibly and sensitively to alterations of the locks' sequencing and functionality, as expected from the presence of predictive inferences about mechanical interactions between the locks.