Another new scenario for Zombicide is up on the CMON website. This time around, they get medieval and head to the realm of Black Plague. Zombies don't really clear their pockets when they become the undead, so if you want to find a key, there's a good chance you're going to have to search said pockets. Just make sure those zombies are dead-dead before you do so.
From the article:
Ok, so we are locked in this village. The zombies trapped in are sure the be what's left from the villagers that lived here, so some of them are sure to have keys that can help us get out. But which ones? Guess we'll have to elliminate them all to find out!