Can't tell you how many times I have needed to do this in my lifetime.  I get a property turned over to me and there are no keys.

Knock, knock.  Who's there? Nobody.  Nobody who? Nobody to let you in you moron!!

Now what?

Try the windows?  Yep.  About a 50% chance to get in there, especially if you have a ladder to go up to the second floor.

All the windows locked?  I guess you are going to need to go through a door.

Now, before taking any drastic measures, try turning the knob, OK Jimbo?  There is a 10-15% chance that it will open.

No on the easy ways all around?  Ok.  Now there is a choice to make.

1. Call the locksmith and pay about $100 for a call.  Maybe they will come right away, but probably not which means another trip to the property for you.
2. Drill the lock and open the door.

What you will need:

1. Electric Drill.  Battery powered is preferred, since if you are at the drill the lock point, there are probably not any powered up exterior outlet available.  Or you could carry your own generator like I do when I dun got a lot of these to do in a day.
2. Pry Bar.
3. Philips Screwdriver.  Preferably on another drill to make it go faster.
4. Drill Bits for Metal.
5. Cutting Oil.  This keeps the bit cool and helps it go through the metal.  It also helps keep the bit sharp and extends the useful life of the bit.
6. Court Order, Letter from Owner or printout showing you as the owner.  This helps when the cops show up.  Note that sometimes they will drive by, look at you, waive and drive away.  When this happens, they are thinking that you must be a landlord or working on a foreclosure.  You should probably be thinking that if the cops see you breaking into a house and assume you are just getting into your own foreclosure home, you are not a landlord in a quality neighborhood.

Things not to do:

1. Do not drill locks or slide in windows at night.  This creates calls to the Police from neighbors and makes the cops actually stop and hassle you, even in the high problem neighborhoods.
2. Do NOT, under any circumstances, do this while wearing a ski mask.  I do not care how cold it is outside.

How to Drill:

If you have your drill and bit all ready to go, there are screws on each side of the deadbolt.  All you need to do is drill through them with a bit that is bigger than the screw.  Place your bit about 50% of the way between the tumbler and the outside of the lock housing in line with the middle of the tumbler and drill in.  You should have hit the screw dead center.  Do this again on the other side.  If done right, the housing will fall right off, exposing the deadbolt carrier.  Insert a screwdriver into the hole at the center of the carrier.  It might look like an X or like a big, oblong, D.  Turn the screwdriver and the deadbolt will recess.  You might have not gotten all of it, so try to give it a little massage with the prybar.  The balance of the screw should just break right off.

If you are drilling a knob, the same measurements and locations of the screws apply.

Have fun.  This is the beginning of your adventure.

Note : Don't go try this on your neighbors house or use it as a vehicle to get yourself a new, used, flat-screen.  You may end up in the chrome bracelets.