What about that chest that the key was never hauled along with that transport that got robbed and the robber hauled the chest to somewhere, tried to open it and never succeeded? They key is as the destination of that transport, possibly outside the game's scope.
I mean... A robber isn't going to care about the condition of the chest. They're going to break it to get inside.
Games like to pretend that chests are built like safes with inches solid steel all the way around and an elaborate and well protected lock mechanism...
Meanwhile, barrels with a similar construction and the same materials, get smashed open with a slight touch.
A standard wooden chest, the bread and butter of fantasy games, has 3 main vulnerabilities:
1) The lock mechanism itself. Small and moving parts are always prone to failure. Even our modern real world locks are vulnerable to brute force, let alone the simpler technology in a fantasy setting (While the brute force tools like prybars and bolt cutters are themselves, simple and very old technology)
2) The hinges of the chest. You break the hinges and the top is coming right off, as it's the only thing actually attaching the lid to the chest.
3) The wooden panelling. Wood is not invincible. It is easily damaged. In fact, this attribute is what makes it so ubiquitous, it is easy to harvest and shape into things.
And no, smashing the lid or side panel of a chest doesn't mean that its contents gets obliterated, the force will be absorbed by the chest itself rather than the contents (Of course, if they choose to burn the chest, because wood is wood and wood burns, then yes, the contents can also be damaged, depending on how the burning is done)
You might get away with creating some sort of solid steel chest, specifically designed to resist attempts at forceful entry. Though one has to be careful, especially in settings were magic is commonplace, to ensure that this makes sense.
You can even try and use magically enchanted chests, which could resist both damage and lockpicking - But then you'd also have to factor in that the player themselves shouldn't be able to walk up with a random lockpick they found in some dudes wardrobe and open it.
Also, one has to consider mentioning why the robbers didn't also take the key when they robbed the chest. Presumably, the key would be in the possession of the transport, to ensure that whomever is at the destination can open it.
If not, then there should be some thought as to where and why this transportation is taking place (Thus, what items might be contained within said chest). I.e. If some noble is having it moved from one of their properties to another, they might keep the key in their possession while the transport only carries the chest itself. Then of course the chest, that belongs to a noble, isn't going to be containing some random garbage items and like 2 gold pieces, it'll contain something that the noble would consider important.
No keys to in-home locked items is one of the more notable ones.
That, alongside keys to locked homes themselves.
Many games love to have people lock their homes. But they're never in possession of a key (Nor having any backup keys hidden nearby). They just lock and unlock the door using the Force I guess...
Which interestingly, could be used as an neat interaction. Having some Wizard guy use magic to lock and unlock his home. Which could shift the skill required to break in away from "Lockpicking" and more towards having some magical abilities (Unlocking spells, disenchantments etc.) possibly with such spells being linked to the Wizard being alive (So murder could cause the spells to dissipate, unlocking everything).
Also, this brings up a question. If someone is locking their home, so presumably, no-one is entering it besides themselves. Why would they then feel the need to also lock containers in their home? Especially more mundane containers like a footlocker at the end of their bed. (Also, if you mention breaking in through a window... This should be considered as a potential player action to enter a building then)
Locking containers would make more sense for noble homes or company buildings, where servants and employees (And potentially members of the public) will be inside of. But Old McDonald isn't going to be locking his farmstead, then locking a cupboard that contains a locked box housing 3 carrots he harvested that day...
