Some version of key breaking, perhaps when trying to use a cursed key. However, this should not go the SLASH’EM route of allowing any unlocking device to break, since that just makes the player carry around extra keys. Skeleton keys should be made of bone and can break. Perhaps add a new key that is not breakable but is rarer than skeleton keys (stealing some of skeleton keys’ probability).

Lock picks and credit cards should possibly be able to break too.