Depends on what you mean by a "spy". There's a variety of people that do different things in different places. Few, if any, call themselves spies. Mostly it falls under the term "intelligence", "counter intelligence" or vague statements. (Fun fact - super secret sinister things overseas were done with orders and pay checks from the Department of the Interior and not DoD in the recent past.) Vague statements include being in IT, cultural affairs, liasions for this that or the other, working for the State Department in one capacity or another, or selling pet food. Different folks may well have a different in joke - famously the NSA was once glibly stated to refer to "No Such Agency" rather than National Security Agency.
Anyway, the CIA letter openers and the like that you see at gun shows and in catalogs are just toys mostly, but actual plastic knives do exist. Another fun real life spy toy is a sort of titanium ice pick.
In ye olden days the OSS actually had some special sleeve daggers and such made up as well as other toys.
If someone has U.S. Govt funding and and doesn't need a sterile tool, they'll likely have a Benchmade automatic, Gerber automatic, and/or something like a Gerber Engineering/EOD tool. The latter is a multi tool that has blasting cap crimpers, a nice saw, and a punch for putting the blasting caps in C4 or what not.
Some Euro types have been known to be seen with Swiss Army knives with the camo pattern handles. I guess that was felt to confer more elan than the red handles.
For something sterile and deniable, a common choice for a long while was a made in Taiwan United Cutlery type dagger or similar - knuckle knives actually too. Basically the sort of thing one could buy over the counter somewhere for cash that would come with a basic concealment device. Such were/are meant to be used once and then disposed of.
Some Navy folks in a vaguely defined "intelligence" role who were growing beards and getting tans gave out those Cold Steel plastic knives at as literal party favors at a wedding a few years back, but I suspect this was done in a tongue in cheek/self aware manner.
A few people who deploy overseas for various reasons do indeed buy various expensive boutique maker fixed blades and folders. It makes everyone look and feel cool. Like buying whatever the in set of boutique maker doo dads and sunglasses does. Yeah, people do a lot of silly things.
Circa 1996 the medium Douk Douk - google it - was popular with people "in the know" in remote places, at least in Asia and Africa. They're still made and still a good bit of third world kit since they are simple, commonly found, non serial numbered, easy to sharpen, and can be shaved with and used to strike sparks.
These worked for the sort of folks who were told to wear Men's Wearhouse or JC Penney suits in black, blue or simple gray so as to lok respectable but in now way remarkable.