In The Evil Within you get a safe room with locked lockers inside. The lockers have a bunch of different things inside and ultimately you will need them to survive. Use this guide to find the keys you need to open the lockers!
Huge thanks to all the people helping out in the comments. This is making the guide get finished MUCH quicker! I tried to keep them in order as best as I could but I can’t remember the game in 100% detail. When you get to a chapter just look at all the keys so you don’t miss one! Also be sure to check the comments for new updates! I have to sleep so I can’t update it all the time 
Key 1 – After you see Leslie runs off into the darkness you will come to a fire near a gate. On the wall to the left of the gate is a statute you can break for the a key.
Key 2 – Inside the house near the end of the level up the right side path where 3 boards are blocking entrance to a room where an enemy lies on the floor in wait with a sickle… there is a box on the sink / table that opens with a key inside. Thanks Slaymate!
Key 1 – In the Village you can find a lone tower that you can climb. At the top you can find some supplies and EXP. If you look down near the ladder you can see a statue to shoot. Shoot the statue and at the bottom of the ladder you can find the key.
Key 2 – In the barn where the Chainsaw guy is you can climb a ladder to the second level. Take another ladder even higher into the barn and you can find the statue and other supplies at the top.
Key 3 – If you look from where the enemy sniper was you can see a statue to the left. Shoot it and the key will fall to the floor.
Key 4 – In the first area where your objective is to open the main gate. There is a house directly to the left of that gate. Make your way up the stairs outside of the house and onto the balcony, this is the same balcony where a Haunted should have been armed with a gun shooting you if you got too close. Once on the balcony you will see what appears to be a power line high above the street below. You should see the statue containing the key hanging on this power line. I mistook it for a dead bird or some kind of cloth. Sorry if that’s kinda confusing. I simply happened to see it at the specific location and don’t know from which other views it might be visible. If they had a chapter select feature, then I’d be able to verify any other locations from which it’s visible lol.(Thanks to Zach Eaton for the comment. Also they make just enough saves for you to save during each chapter and have one extra for new game plus)
Key 1 – This key is inside the body that the Doctor’s brother is working on. Use the knife to open him up at the top and the game will do the rest.
Key 2 – Once you drop into blood sewer you can see a few switches around the area. Take the metal ramp up out of the blood and hit that switch twice to have it drop a statue.
Key 1 – After you drop down the lower level of the Asylum you can see a rat running around with a statue on his back. Shoot the statue and grab the key.
Key 2 – After you kill all the enemies around Kidman you will need to save her from drowning. Once you make it to the cell area check the third cell on the right for a statue. Break the lock with melee or a gun to get in.
Key 3 – After you find both your partners and get taken through the floor you will run into the Blood Witch again. She will chase you down a hall and then when she is set on fire she will retreat. In the room you find her in there is a locker with the statue inside. It is on the back of bat so shoot the bat to get the statue.
Key 1 – At the harpoon bombardment area, at the top of the tower where the harpoons are shot from sits a statue. Take it down with the Sniper Rifle, and the key will fall. (Thanks to Gabriel Costa for the comment)
Key 2 – During the alter puzzle wait for the body’s to be carried by the hooks on the left. On one of the bodies there is a statue. Melee it to get the key.(Thanks to Jq226 for the comment)
Key 3 – As you head down the hill go in the building to your left. Behind the hanging body in the window sill sits a statue. Burn the body or move around it to get the statue. (Thanks to Jq226 for the comment)
Key 4 – After Joesph opens the gate and you both escape through you will end up at a market area. If you search around you can find the Butcher’s stall with some hanging meat near it. To the right there is a stone wall with a hole in it. Take the hole to a statue with a key inside.
Key 1 – Very early in Chapter 7 you will pass a glowing picture on the wall. Inspect that picture and a doorway will open. Open the safe on the table in there for a key.
Key 2 – After putting the first stone “key” into the “door” requiring three of them, head through the door that opens on the right. In the first room with the lever that activates the spike trap, activate it and stand on top of it before it goes back up. Once it does, you’ll see a statue on one of the pillars at the top.
Additionally, after that room you will come to another room with an enemy hanging on a chain and a large trap in the center. Just past it is a wheel that opens a gate, and upon using it several enemies will burst out of another door. Kill the enemies and go through the door they came out of. Work your way down several flights of stairs and many, many traps and at the bottom is another statue and a lot of EXP.(Thanks to Daymeeuhn for this comment)
This is how you get past the gas, You have to go into the door on the left first. There you will turn off the gas. I had the same issue but I just figured it out.(Thanks to Plainjayn for the comment.)
Key 3 – After getting the key at the bottom of the stairs, use the wheel to open the gate and pass through. You will drop down into a spike trap area with two enemies that slowly get up. Run over to the right side, use the lever to drop the trap, kill the enemy coming down the stairs, and then turn around to use the lever again. Hop on top of the spike trap and hop into a secret room towards the top as it climbs back up. Inside is yet another key. (Thanks to Daymeeuhn for this comment)
Key 1 – When you get to the first gate that you need to open with the wheel look up the chain. You can shoot the statue and get a key from there.
Key 2 – While going through the water watch the right side wall for another statue.
Key 1 – Before entering the mansion, there is a statue hanging in the tree to the right of the entrance. (Thanks to Daymeeuhn for this comment)
Key 2 – While you are going through the mansion you will fall into a trap where you are getting pulled into a grinder. To stop the grinder shoot the mine above it. After that take the door into the room. On the desk near the door you can find the statue and key.
Key 3 – In the room where u get the low dial if you look up there is a statue there you need to shoot.(Thanks to ServantesNL for the comment)
Key 4 – You will need a match for this key. After you go to the upper level of the burning barn go to the hay bales to the right of the window. Set them on fire and after they burn you can get the statue.
Key 1 – During Chapter 10 you will go through a bunch of traps and fight a few monsters after you activate the power. Once you make it back to the room you started in you can see a statue in a room with a spike ceiling in it. I tried to get the EXP and the ceiling dropped on me but when I did the key and go back out I escaped. Just go for the key and play it safe. Be sure to shoot it before you go in.
Key 2 - In chapter 10 after you go down the latter and disable the trap, there’s a door to your left with breakable boxes. A statue is behind the boxes with a key. (Thanks to plainjayn for the comment)
Key 3 – In chapter 10 after the fight with Laura, before you get on the elevator that takes you back to the mansion make a right and you will find a statue on the ground laying against the cage you’ll also find a bunch of green gel and some ammo. I recommend you either kill Laura or stun her before going for the statue, because if you don’t she might kill while you’re getting it. (Thanks to oaktree123 for the comment)
Key 4 – Also in chapter 10, after you beat the monster with the dragging claws, you’ll head out the door under the spinning blades. In the next room, there is a trap where a wall comes out and tries to crush you repeatedly. If you look behind it when the wall comes out, there is a statue. Shoot it then crouch down and go behind the wall when it slams out to grab the key. (Thanks to csizemore86 for the comment)
Key 1 – In chapter 11 at the very beginning there is a carousel, riding on one of the horses back is a statue. Shoot it and stand by the edge of the carousel (since you can’t climb on it), the key will be on the edge of it and rotate around so you can grab it. (Thanks to Ninjay for the comment)
Key 2 – Another key in chapter 11 is right after you use the key in the alleyway to open the blue door, there is a part when the ground breaks from underneath you and you fall into water. There’s a statue floating in the wate as well push it towards broken white car then shoot it and you got yourself a other key. (Thanks to Ninjay for the comment)
Key 3 – After the long trolley ride you will end up in a broken down building. Once you exit you will take a pipe to another building and in there you can find a Soda vending Machine. Hit it three times for a statue to come out, watch out for the second hit it drops a bomb.
Key 4 – After you save Kidmen a door and reveal an elevator. After you clear out the enemies open the elevator and inside you can find the key.
Key 1 – Once you go downstairs in the apartment complex you will run into the Safehead monster again. Take him down and look up to see a hole in the ceiling. From there you should be able to shoot the statue and get the key.
Key 2 – When you finally find Joepsh again the guy in the white cloak will do his thing and send you somewhere else. When you regain control look on the left table for a statue.
Key 1 – While you are travelling in the sewer a tentacle will come and take a enemy away. Follow that path and you will get to a long tunnel with a red light at the end. On the right of that tunnel there is a path you can take that has some Exp and a statue. You will need to burn the infected wall to get through.
Key 2 – After beating the slithering boss, activate the generator and some electro-thingies will remove the organic material from the wall to the right. I believe the “AUX” fuse has to be connected correctly on the board.(Thanks to Richman1234 for the comment.)
Key 3 – After you defeat the slithering boss and take the elevator up you will be near a crashed train. Next to the train on the rubble you can find a statue. This is before you drop down.
I missed some keys so if you know where one is leave a comment!
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