No, if you poked CAL button near F/R switch, there are no other locks for calibation. Did you follow procedure as manual requires? For standard comprehensive cal on 2001 you need 4-wire short, 2VDC, 20VDC, 20 kOhm 4-wire resistance and 1 Megaohm 2-wire resistance. Watch closely on easy step, as error (e.g. value out of range) might flash just before going to next step. So if you looked away in between steps, you might not notice calibration failure on specific step. If you have GPIB interface, you can read error code/description by executing :SYST:ERR? command after each step.
Does meter pass self-test multiple times? 2-wire zero resistance readings look good? (ohms in this test might indicate faulty/dirty F/R switch). Your DC voltage and resistance standards are stable enough?